Wilkinson's bus: weak condition numbers, with applications

Data Seminario: 
11-Dec-2019
Ora Inizio: 
11:00
Ora Fine: 
12:00
Vanni Noferini
Aalto University

(Joint work with Martin Lotz)

Simple eigenvalues of singular matrix polynomials have infinite condition number. However, vanilla eigensolvers (blind to the singular structure) are often able to compute these eigenvalues to machine precision. We propose and analyse a more sophisticated theory of condition, with higher predicting power than the existing ones. Don't miss this talk if you would like to hear the solution of the mystery of the ill posed eigenvalue problems that are in practice solved with remarkable accuracy!