Hungarian Scaling of Polynomial Eigenproblems
Résumé
We study the behaviour of the eigenvalues of a parametric matrix polynomial P in a neighbourhood of zero. If we suppose that the entries of P have Puiseux series expansions we can build an auxiliary matrix polynomial Q whose entries are the leading exponents of those of P. We show that preconditioning P via a diagonal scaling based on the tropical eigenvalues of Q can improve conditioning and backward error of the eigenvalues.