The polynomial eigenvalue problem is well conditioned for random inputs
arXiv:1706.0602518 citations
Originality Incremental advance
AI Analysis
Provides theoretical insight into the conditioning of polynomial eigenvalue problems for practitioners in numerical linear algebra.
The paper computes the exact squared condition number for the polynomial eigenvalue problem with random Gaussian inputs, showing the problem is generally well-conditioned.
We compute the exact value of the squared condition number for the polynomial eigenvalue problem, when the input matrices have entries coming from the standard complex Gaussian distribution, showing that in general this problem is quite well conditioned.