Let A be anmatrix.
Ifis an eigenvalue ofand12nTis an associated eigenvector, useto show that
Letkbe the largest component ofin absolute value. Using partshow that
Using partshow that each eigenvalue ofsatisfies at least one of the inequalities
Argue this means that all the eigenvalues of A lie in the union of the disksiiiin the complex plane. This result is one of Gergorin’s disk theorems that are used in perturbation theory for eigenvalues.
Let
Draw the three Gergorin disks and verify that the three eigenvalues lie in their union.
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