Article ID Journal Published Year Pages File Type
5773827 Journal of Complexity 2017 13 Pages PDF
Abstract
We prove that the expectation of the logarithm of the condition number of each of the zeros of the characteristic polynomial of a complex standard Gaussian matrix is Ω(n) (the real and imaginary parts of the entries of a Gaussian matrix are independent standard Gaussian random variables). This may provide a theoretical explanation for the common practice in numerical linear algebra that advises against computing eigenvalues via root-finding for characteristic polynomials.
Related Topics
Physical Sciences and Engineering Mathematics Analysis
Authors
, , ,