Solution

ID: past-exam-of-the-numerical-analysis-course-of-the-university-of-oxford/2023/1/a/solution

For a complex matrix , put
The Gershgorin circle theorem states that
To prove it, let with , and choose for which . The th coordinate of the eigenvalue equation gives
The triangle inequality, followed by division by , gives
Thus , proving the assertion for every eigenvalue.
The second theorem, Gershgorin eigenvalue counting, says that if a union of indexed Gershgorin discs is disjoint from the remaining Gershgorin discs, that union contains exactly eigenvalues, counted with algebraic multiplicity. In particular,
Discs that touch are not disjoint; overlapping Gershgorin discs cannot individually be assigned one eigenvalue each.

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