Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5773827 | Journal of Complexity | 2017 | 13 Pages |
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
Peter Bürgisser, Felipe Cucker, Elisa Rocha Cardozo,