How well-conditioned can the eigenvalue problem be?

Authors Carlos Beltrán, Laurent Bétermin, Peter J. Grabner, Stefan Steinerberger

Publication date 17 May 2021

Discrete potential theory (31C20) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Abstract: The condition number for eigenvalue computations is a well--studied quantity. But how small can we expect it to be? Namely, which is a perfectly conditioned matrix w.r.t. eigenvalue computations? In this note we answer this question with exact first order asymptotic.

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