Perturbation theory for homogeneous polynomial eigenvalue problems

We consider polynomial eigenvalue problems P(A, α, β)x = 0 in which the matrix polynomial is homogeneous in the eigenvalue (α, β) ∈ C2. In this framework infinite eigenvalues are on the same footing as finite eigenvalues. We view the problem in projective spaces to avoid normalization of the eigenpairs. We show that a polynomial eigenvalue problem is wellposed when its eigenvalues are simple. We define the condition numbers of a simple eigenvalue (α, β) and a corresponding eigenvector x and show that the distance to the nearest ill-posed problem is equal to the reciprocal of the condition number of the eigenvector x. We describe a bihomogeneous Newton method for the solution of the homogeneous polynomial eigenvalue problem (homogeneous PEP). © 2002 Elsevier Science Inc. All rights reserved. AMS classification: 65F15; 15A18