ordering rows and columns PMP−1, where P is a permutation matrix.) Gershgorin Circle Theorem. Also called the Gershgorin Disk Theorem. Theorem statement. Does every disk have its own eigenvalue? NO but. Theorem. Let A = [aij ] be an n × n complex matrix. If Di1,Di2,,Dik are Gershgorin discs of A that are. has negative determinant, and hence has a negative eigenvalue. Cauchy’s interlacing theorem implies that A too has a negative eigenvalue.

Author: Goltilkree Shakara
Country: Burma
Language: English (Spanish)
Genre: Environment
Published (Last): 1 September 2014
Pages: 66
PDF File Size: 2.13 Mb
ePub File Size: 9.53 Mb
ISBN: 521-9-44559-935-2
Downloads: 86619
Price: Free* [*Free Regsitration Required]
Uploader: Mibei

Gershgorin circle theorem – Wikipedia

Contact the MathWorld Team. Unlimited random practice problems and answers with built-in Step-by-step solutions. It was first published by the Soviet mathematician Semyon Aronovich Gershgorin in The eigenvalues of A must also lie within the Gershgorin discs C j corresponding to the columns of A.

Then each eigenvalue of is in at least one of the disks. For very high condition numbers, even very small errors due to rounding can be magnified to such an extent that the result is meaningless. Note that we can improve the accuracy of the last two discs by applying the formula to the corresponding columns of the matrix, thorem D 21. See Bhatia’s Matrix Analysis, Springer.

The Gershgorin circle theorem where “Gershgorin” is sometimes also spelled “Gersgorin” or “Gerschgorin” identifies a region in the complex plane that contains all the eigenvalues of a complex square matrix.

Of course, diagonal entries may change in the process of minimizing off-diagonal entries.

Retrieved from ” https: Tables of Integrals, Series, and Products, 6th ed. Practice online or make a printable study sheet.


Such a disc is called a Gershgorin disc. Gershgorin Circles Chris Maes. Conversely, if the Gershgorin discs coincide with the spectrum, the matrix is diagonal. Let D be the diagonal matrix with entries equal to cicrle diagonal entries of A and let.

Theorems in algebra Linear algebra Matrix theory.

Gershgorin circle theorem

In this kind of problem, the error in the final result is usually of the same order of magnitude as the error in the initial data multiplied by the condition number of A.

A proof using complex analysis Argument Principle is clear and mathematically sound. Nauk 7, Therefore, applying the triangle inequality. For an matrixdefine.

Example For a diagonal matrixthe Gershgorin discs coincide with the spectrum. Therefore, by reducing the norms of off-diagonal entries one can attempt to approximate the eigenvalues of the matrix. Starting with row one, we take the element on the diagonal, a ii as the center for the disc. Monthly 56, For instance, if b is known to six decimal places and the condition number of A is then we can only be confident that x is accurate to three decimal places.

Gershgorin Circle Theorem — from Wolfram MathWorld

In the general case the theorem can be strengthened as follows:. Walk through homework problems step-by-step from beginning to end. Then each eigenvalue of is either in one of the disks. Collection of teaching and learning tools built by Wolfram education experts: Let be an integer withand let be the sum of the magnitudes of the largest off-diagonal elements in column.

Mon Dec 31 This page was last edited on 26 Novemberat Monthly 72, Explore thousands of free applications across science, mathematics, engineering, technology, business, art, finance, social sciences, and more. By the Gershgorin circle theorem, every eigenvalue of PA lies within a known area and so we can form a rough estimate of how good our choice of P was.


Gershgorin Circle Theorem

theorrem By using this site, you agree to the Terms of Use and Privacy Policy. The theorem can be made stronger as follows. It would be good to reduce the condition number of A. Hints help you try the next step on your own. There are two types of continuity concerning eigenvalues: Monthly, This can be done by preconditioning: If one of the discs is disjoint from the others then it contains exactly one eigenvalue. In mathematicsthe Gershgorin circle theorem may be used to bound the spectrum of a square matrix.

One way to interpret this theorem is that if the off-diagonal entries of a square matrix over the complex numbers have small normsthe eigenvalues of the matrix cannot be “far from” the diagonal entries of the matrix.

Theotem then take the remaining elements in the row and apply the formula:. Using the exact inverse of A would be nice but finding the inverse of a matrix is something we want to avoid because of the computational expense.

From Wikipedia, the free encyclopedia. Views Read Edit View history. CS1 German-language sources de Articles containing proofs.