Math 2.0

Linear and multilinear algebra; matrix theory Eigenvalues and eigenvectors Theorem

Gershgorin circle theorem

Builds on Eigenvalue

Statement

Let A=(aij)A = (a_{ij}) be an n×nn \times n matrix over ℂ\C. For 1≤i≤n1 \le i \le n, let Ri=∑j≠i∣aij∣R_i = \sum_{j \ne i} \abs{a_{ij}}, and let Di={z∈ℂ:∣z−aii∣≤Ri}D_i = \{z \in \C : \abs{z - a_{ii}} \le R_i\} be the closed disc with centre aiia_{ii} and radius RiR_i. Then each eigenvalue of AA lies in at least one of the discs D1,…,DnD_1, \dots, D_n.

Remarks

The discs are called Gershgorin discs. The proof takes an eigenvector xx and an index ii with ∣xi∣\abs{x_i} maximal, and estimates row ii of Ax=λxAx = \lambda x. Since AA and ATA^T have the same eigenvalues, the same holds with column sums. A strictly diagonally dominant matrix, with ∣aii∣>Ri\abs{a_{ii}} > R_i for all ii, has no eigenvalue 00, so it is invertible.

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  1. Vector space definition
  2. Linear map definition
  3. Endomorphism definition
  4. Eigenvalue definition
  5. Gershgorin circle theorem statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Gershgorin_circle_theorem, Statement and proof
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Tag0ETGP0XVCJ
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Kindstatement, theorem
WritingW1 stated
MSC15A42, 15A18
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