The Polynomial Eigenvalue Problem is Well Conditioned for Random Inputs

DOI10.1137/17M1139941MaRDI QIDQ3119536zbMATH OpenWikidataFDO

Authors Diego Armentano, Carlos Beltran

Publication date 12 March 2019

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1706.06025

zbMATH Keywords

condition numbergeneralized eigenvalue problempolynomial eigenvalue problem

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35)

Abstract: 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.

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Cited in

(11)

• Algebraic linearizations of matrix polynomials
• Efficient sampling in spectrahedra and volume approximation
• The real polynomial eigenvalue problem is well conditioned on the average
• Minimal height companion matrices for Euclid polynomials
• On the condition of the zeros of characteristic polynomials
• Condition numbers for the cube. I: Univariate polynomials and hypersurfaces
• The average condition number of most tensor rank decomposition problems is infinite
• How well-conditioned can the eigenvector problem be?
• The limit empirical spectral distribution of complex matrix polynomials
• The limit empirical spectral distribution of Gaussian monic complex matrix polynomials
• Wilkinson's bus: weak condition numbers, with an application to singular polynomial eigenproblems

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Uses Software

• quadeig

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