Matrix Theory, Math6304

Lecture Notes from November 27, 2012

taken by Charles Mills

Last Time (9/20/12)

• Gelfand’s formula for spectral radius

• Gershgorin’s circle theorem

Warm-up:
Let’s observe what Gershgorin’s circle theorem tells us about the eigenvalues of the matrix
� �
1 1
A=
0 2

By observing the non-diagonal row sums, Gershgorin tells us that there are two eigenvalues, both
of which lie inside the union of a circle of radius 1 centered at the point x = 1 and the point
x = 2. So Gershgorin tells us that all of the eigenvalues of A lie within a circle of a radius 1
centered at the point x = 1. This however is not much of an insight since the matrix is already
in upper triangular form, and we can therefore read off the two eigenvalues of 1 and 2. In this
lecture we will develop a new way of using Gershgorin that will give us the spectrum of this matrix
and in fact, of any upper triangular matrix.

5.5 Improving Gershgorin

Before we proceed we need to prove a theorem we have seen before, but have not yet proven.

5.5.1 Theorem. If || • || and ||| • ||| are two norms on Cn , then they are equivalent, that is, ∃
c > 0 such that
1
||x|| ≤ |||x||| ≤ c||x||
c
for each x ∈ Cn .

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Proof. By transitivity it is enough to show that every norm || • || is equivalent to || • ||∞ . We
begin with
n
�
||x|| = || xj ej ||
j=1
n
�
≤ |xj |||ej ||
j=1
n
�
≤ (maxj |xj |) ||ej ||
j=1

= c||x||∞

So we have obtained an upper bound. On the other hand, assume there is no � > 0 such that
�||x||∞ ≤ ||x|| for all x, then for every k ∈ N we can find xk ∈ Cn such that k1 ||xk ||∞ > ||xk ||
and we can assume that xk is normalized, ||x||∞ = 1 by homogeneity of both sides. So each xk
lies inside the polydisk Dn with D = {z ∈ C : |z| ≤ 1}. Now xk is a sequence in a compact
set, so we can take a convergent subsequence xkj → x ∈ Dn . The triangle inequality, the upper
bound we proved and the assumption on the norms of the sequence give

||x|| = ||x − xkj + xkj ||

≤ ||x − xkj || + ||xkj ||
1
≤ c||x − xkj ||∞ + .
kj

By continuity of the max norm in the entries we have the convergence �xkj − x�∞ → 0, so
each of these terms goes to zero as j → ∞, thus x = 0. This contradicts the continuity of the
max norm since ||x||∞ = limj→∞ ||xkj ||∞ = 1. Thus we have obtained the boundedness and
continuity from the theorem.
Question: Can we improve Gershgorin to get better estimates on the spectrum? In order to
answer this question we will need the help of a lemma.

5.5.2 Lemma. If A ∈ Mn and S is invertible, then A has eigenvalue λ iff S −1 AS has eigenvalue

λ.

Proof. If Ax = λx and x �= 0, define y = S −1 x, then

S −1 ASy = S −1 ASS −1 x
= S −1 Ax
= λS −1 x = λy

Thus we have obtained one direction of the implication in the lemma. Repeating this process
with B = S −1 AS and A = S −1 BS gives the other direction.

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Now we have all of the tools we need in order to prove the following generalization of the
Gershgorin circle theorem.
�
5.5.3 Theorem. Let [Ai,j ] = A ∈ Mn , {pj }nj=1 , pj > 0, and Rj (A, p) = p1j nl=1 pl |Aj,l |. Then
if λ is an eigenvalue of A, we have
� n
λ∈ Gj (A, p)
j=1

where Gj = {z ∈ C : |z − Aj,j | ≤ Rj (A, p)}

Proof. The preceding lemma allows us to replace A with S −1 AS and then perform the usual
strategy for deriving Gershgorin circles. Choose S = D a diagonal
�n matrix with Dj,j = pj . Then
[D−1 AD]j,l = p−1 j A p
j,l l and R j (A, p) = R j (D −1
AD) = 1
l=1�=j pj |A |p
j,l l . Now by applying
�n
Gershgorin we obtain that all eigenvalues lie within j=1 Gj (A, p).
Now going back to the warm-up from earlier, take
� �
� 0
D=
0 �2

By the previous theorem we can compute D−1 AD and then apply Gershgorin.
� 1 � � �
−1 0 � 0
D AD = � 1 A
0 �2 0 �2
� �
1 �
=
0 2
This holds for any � > 0. Thus we can take the intersection over all such � and now Gershgorin
gives us the exact spectrum of the matrix A, namely {1, 2}. Next we look at some consequences
of Gershgorin.

5.6 Consequences of Gershgorin

5.6.4
�n Definition. Let A = [Ai,j ] ∈ Mn , then A is diagonally dominant if for all j, |Aj,j | ≥
l=1�=j |Aj,l |, and strictly diagonally dominant if the inequality is strict.

Now as a direct consequence of Gershgorin, we get 2 theorems on invertibility.

5.6.5 Theorem. Let A ∈ Mn . If A is strictly diagonally dominant, then A is invertible. More-

over, if A = A∗ and Aj,j > 0 for all j, then all of the eigenvalues of A are strictly positive.

Proof. By Gershgorin, the spectrum of A is inside the union of disks are centered at the diagonal
values and have radii that are strictly smaller than the magnitude of the corresponding diagonal
entry. Thus, the (complex) triangle inequality shows that none of these disks contains the origin.
Thus zero is not an eigenvalue, and therefore A is invertible. Now if A = A∗ and Aj,j > 0 for

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each j, then all of the eigenvalues are real and are found in the intersection of the disks with the
real line. Using the real triangle inequality then shows that the eigenvalues are contained in
n
�
Gj (A) ∩ R ⊂ R+ \{0} ,
j=1

so they are strictly positive.

Now we can pose another question. Can we relax the condiction on strict diagonal domination
and still have some criteron for determining whether or not a matrix is invertible from Gershgorin?
The answer is yes if we make an additional assumption on A.
5.6.6 Theorem. If A ∈ Mn is diagonally�n dominant, has no zero entries, and if there is one
i ∈ {1, 2, . . . , n} such that Ai,i > j=1�=i |Ai,j | then A is invertible.
Proof. Assume A is not invertible. Take x �= 0 with Ax = 0. Then for any i,
|Ai,i ||xi | = |Ai,i xi |
�n
=| Ai,j xj |
j=1�=i
�n
≤ |Ai,j ||xj |
j=1�=i
�n
≤ |Ai,j |||xj ||∞
j=1�=i

≤ |Ai,i |||x||∞
Now we can pick an i such that equality holds on the first and last step by chosing the i such
that |xi | = ||x||∞ . This forces equality to hold throughout, and we obtain that
n
� n
�
|Ai,j ||xj | = |Ai,j |||xj ||∞
j=1�=i j=1�=i

So we see that if |Ai,j | =� 0, then |xj | = ||x||∞ , but this is what we assumed
� for all of A. So
|xj | = ||x||∞ for all j. On the other hand if we chose i such that |Ai,i | > nj=1�=i |Ai,j |, then

|Ai,i |||x||∞ = |Ai,i ||xi |

�n
=| Ai,j xj |
j=1�=i
�n
≤ |Ai,j ||xj |
j=1�=i
�n
≤ |Ai,j |||xj ||∞
j=1�=i

< |Ai,i |||x||∞

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So we see that the assumption of strict domination for one row is contradicted. Thus we can
conclude that such a matrix has no nontrivial vectors such that Ax = 0. Thus A is invertible.