Gershgorin bounds for symmetric matrices 2026-10-14
For a real symmetric matrix, or more generally a Hermitian matrix, the finite-dimensional spectral theorem makes all eigenvalues real. Intersecting its Gershgorin discs with the real axis givesThe union preserves gaps that the single outer interval loses. If every , all eigenvalues are positive, so the matrix is a positive-definite matrix. This is the positive-diagonal strictly diagonally dominant matrix criterion. For the three-by-three example, gives a positive-definite matrix certificate and bounds its spectral condition number of a positive-definite matrix by ; the computed value is about .
Strictness matters. The symmetric matrix has positive diagonal and is a diagonally dominant matrix, but its eigenvalues are and : it is singular. For a general complex matrix, the condition only puts the eigenvalues in the open right half-plane. The Hermitian matrix assumption is what converts that statement into positive definiteness.