On condition numbers of polynomial eigenvalue problems
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Abstract: In this paper, we investigate condition numbers of eigenvalue problems of matrix polynomials with nonsingular leading coefficients, generalizing classical results of matrix perturbation theory. We provide a relation between the condition numbers of eigenvalues and the pseudospectral growth rate. We obtain that if a simple eigenvalue of a matrix polynomial is ill-conditioned in some respects, then it is close to be multiple, and we construct an upper bound for this distance (measured in the euclidean norm). We also derive a new expression for the condition number of a simple eigenvalue, which does not involve eigenvectors. Moreover, an Elsner-like perturbation bound for matrix polynomials is presented.
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Cited in
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