On the condition of the zeros of characteristic polynomials

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 Omega (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. (C) 2017 Elsevier Inc. All rights reserved.