Past exam of the Probability, statistics and options II course of the University of Oxford / 2007 / P / 4 / a / Solution

The Gershgorin circle theorem states that every complex eigenvalue of a square matrix $A$ lies in at least one closed disc $D_i=\{z:|z-a_{ii}|\le {\sum }_{j\ne i}|a_{ij}|\}$. To prove it, take a nonzero eigenvector $v$ for $\lambda$ and choose $i$ with $|v_i|$ maximal. The $i$th row of $Av=\lambda v$ givesDivision by $|v_i|>0$ proves the claim. The proof applies to real and complex matrices alike.