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Gershgorins Circle Theorem
Let
be a square
complex
matrix. Around every element
on the diagonal
of the matrix, we draw a circle
with radius
the sum
of the norms
of the other elements on the same row
. Such circles are called Gershgorin discs.
Theorem: Every eigenvalue of A lies in one of these Gershgorin discs.
Proof: Let
be an eigenvalue of
and
its corresponding eigenvector. Choose
such that
. Since
can't be 0,
. Now
, or looking at the
-th component