Math 2.0

Linear and multilinear algebra; matrix theory Proof

Proof of the Gershgorin circle theorem by a largest coordinate

Builds on EigenvalueMatrix multiplicationTriangle inequalityAbsolute value is multiplicativeAbsolute value

Proof

We look at the row of Ax=λxA x = \lambda x where the eigenvector xx has its largest coordinate.

  1. Let λ\lambda be an eigenvalue of AA. By definition, there is x=(x1,…,xn)∈ℂnx = (x_1, \dots, x_n) \in \C^n with x≠0x \ne 0 and Ax=λxA x = \lambda x.
  2. Choose an index ii with ∣xi∣≥∣xj∣\abs{x_i} \ge \abs{x_j} for all jj. Since x≠0x \ne 0, some xj≠0x_j \ne 0, so ∣xi∣>0\abs{x_i} > 0.
  3. By the definition of the matrix product, coordinate ii of Ax=λxA x = \lambda x reads ∑j=1naijxj=λxi\sum_{j=1}^{n} a_{ij} x_j = \lambda x_i.
  4. Subtract aiixia_{ii} x_i from both sides. This gives (λ−aii)xi=∑j≠iaijxj(\lambda - a_{ii}) x_i = \sum_{j \ne i} a_{ij} x_j.
  5. Take absolute values. By the multiplicativity of the absolute value and the triangle inequality, ∣λ−aii∣∣xi∣≤∑j≠i∣aij∣∣xj∣\abs{\lambda - a_{ii}} \abs{x_i} \le \sum_{j \ne i} \abs{a_{ij}} \abs{x_j}.
  6. By the choice of ii in step 2, ∣xj∣≤∣xi∣\abs{x_j} \le \abs{x_i} for all jj. So the right side of step 5 is at most ∑j≠i∣aij∣∣xi∣=Ri∣xi∣\sum_{j \ne i} \abs{a_{ij}} \abs{x_i} = R_i \abs{x_i}.
  7. Divide by ∣xi∣>0\abs{x_i} > 0. This gives ∣λ−aii∣≤Ri\abs{\lambda - a_{ii}} \le R_i.
  8. So λ∈Di\lambda \in D_i. Since λ\lambda was any eigenvalue, each eigenvalue of AA lies in at least one of the discs D1,…,DnD_1, \dots, D_n.

Idea

Take an eigenvector and its coordinate of largest size. In that row, the diagonal term must balance the other terms of the row. These other terms are at most RiR_i times the largest coordinate, so λ\lambda is within RiR_i of aiia_{ii}.

Reading path

To understand this page from the ground up, read these 40 pages in order. The foundations come first. The path takes the proofs Proof that the reals form an ordered field, with the Cauchy sequence construction, Proof that the absolute value is multiplicative, Proof of the triangle inequality for real numbers.

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Construction of the reals from Cauchy sequences, concept, no evidence levelConstruction of the r…conceptElement, definition, no evidence levelElementdefinitionIntegers, object, no evidence levelIntegersobjectMatrix, definition, no evidence levelMatrixdefinitionOrdered field, definition, no evidence levelOrdered fielddefinitionProposition, concept, no evidence levelPropositionconceptRational numbers, object, no evidence levelRational numbersobjectReal numbers, object, no evidence levelReal numbersobjectVector space, definition, no evidence levelVector spacedefinitionSet, definition, no evidence levelSetdefinitionRing of integers, statement, no evidence levelRing of integersstatementMatrix multiplication, definition, no evidence levelMatrix multiplicationdefinitionImplication, definition, no evidence levelImplicationdefinitionPredicate, definition, no evidence levelPredicatedefinitionThe reals form a field, statement, no evidence levelThe reals form a fieldstatementLinear map, definition, no evidence levelLinear mapdefinitionOrdered pair, definition, no evidence levelOrdered pairdefinitionThe rationals form a field, statement, no evidence levelThe rationals form a …statementUniversal quantifier, definition, no evidence levelUniversal quantifierdefinitionEndomorphism, definition, no evidence levelEndomorphismdefinitionCartesian product, definition, no evidence levelCartesian productdefinitionSubset, definition, no evidence levelSubsetdefinitionThe rationals form an ordered field, statement, no evidence levelThe rationals form an…statementEigenvalue, definition, no evidence levelEigenvaluedefinitionBinary relation, definition, no evidence levelBinary relationdefinitionOrder on the reals, definition, no evidence levelOrder on the realsdefinitionAntisymmetric relation, definition, no evidence levelAntisymmetric relationdefinitionReflexive relation, definition, no evidence levelReflexive relationdefinitionTransitive relation, definition, no evidence levelTransitive relationdefinitionPreorder, definition, no evidence levelPreorderdefinitionPartial order, definition, no evidence levelPartial orderdefinitionTotal order, definition, no evidence levelTotal orderdefinitionProof that the reals form an ordered field, with the Cauchy sequence construction, proof, no evidence levelProof that the reals …proofThe reals form an ordered field, statement, no evidence levelThe reals form an ord…statementAbsolute value, definition, no evidence levelAbsolute valuedefinitionProof of the triangle inequality for real numbers, proof, no evidence levelProof of the triangle…proofProof that the absolute value is multiplicative, proof, no evidence levelProof that the absolu…proofTriangle inequality, statement, no evidence levelTriangle inequalitystatementAbsolute value is multiplicative, statement, no evidence levelAbsolute value is mul…statementProof of the Gershgorin circle theorem by a largest coordinate, proof, no evidence levelProof of the Gershgor…proof
Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Construction of the reals from Cauchy sequences concept
  2. Element definition
  3. Integers object
  4. Matrix definition
  5. Ordered field definition
  6. Proposition concept
  7. Rational numbers object
  8. Real numbers object
  9. Vector space definition
  10. Set definition
  11. Ring of integers statement
  12. Matrix multiplication definition
  13. Implication definition
  14. Predicate definition
  15. The reals form a field statement
  16. Linear map definition
  17. Ordered pair definition
  18. The rationals form a field statement
  19. Universal quantifier definition
  20. Endomorphism definition
  21. Cartesian product definition
  22. Subset definition
  23. The rationals form an ordered field statement
  24. Eigenvalue definition
  25. Binary relation definition
  26. Order on the reals definition
  27. Antisymmetric relation definition
  28. Reflexive relation definition
  29. Transitive relation definition
  30. Preorder definition
  31. Partial order definition
  32. Total order definition
  33. Proof that the reals form an ordered field, with the Cauchy sequence construction proof
  34. The reals form an ordered field statement
  35. Absolute value definition
  36. Proof of the triangle inequality for real numbers proof
  37. Proof that the absolute value is multiplicative proof
  38. Triangle inequality statement
  39. Absolute value is multiplicative statement
  40. Proof of the Gershgorin circle theorem by a largest coordinate proof

Where this leads

1 page builds on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Gershgorin_circle_theorem, Statement and proof
About this page
TagC4FTDMX6X2
URIm2://C4FTDMX6X2
Kindproof
WritingW0 stub
MSC15A42, 15A18
ProvesGershgorin circle theorem
UsesEigenvalue, Matrix multiplication, Triangle inequality, Absolute value is multiplicative, Absolute value
Changed4 November 2026

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