Bounds on the Eigenvalues of a matrix

The bounds on the eigenvalues of a matrix A are determined by two theorems one is
Gerschgorin and other is Brauer

1. Gerschgorin theorem:
 n 
Let A  [aij ]nn be the given matrix. If  is an Eigenvalue of A, then   max   aik 
i
 k 1 
 n

and also   max k  
 i 1
aik  .

(or)
The largest eigenvalue in modulus of a square matrix A cannot exceed the largest sum of the
 n 
modulus of the elements along any row/column i.e.   max   aij  .
i
 j 1 
(or)
The eigenvalues lie in circles whose centers are at aii with a radius equal to the sum of the
magnitudes (absolute values) of the other elements.

Proof:
Let A be the given n  n matrix. Let  be any eigenvalue of A and X be the corresponding
eigenvector. Then
AX   X (1)
In the components form, this can be expressed as
a11 x1  a12 x2  a13 x3  ........  a1n xn   x1 
. 

. 

. 
 (2)
ai1 x1  ai 2 x2  ai 3 x3  ........  ain xn   xi 
: 

: 
an1 x1  an 2 x2  an 3 x3  ........  ann xn   xn 
Among the components of X let the k-th component be numerically the largest one i.e.,
xk  max  xi 
i
Then consider the k-th equation
ak1 x1  ak 2 x2  ak 3 x3  ........  akn xn   xk (3)
Dividing throughout by xk and taking modulus on both sides, we obtain
x1 x x x
  ak1  ak 2 2  ak 3 3  ........  akn n
xk xk xk xk
 ak1  ak 2  ak 3  ........  akn
(4)
 max  ar1  ar 2  ar 3  ........  arn 
 n 
 max   arj 
 j 1 
We know that the eigenvalues of AT are the same as that of A . Hence the result is true for
columns also.

Statement: Let A   aij  be a given matrix. Let Pk denote the sum of the moduli of the
nn
elements along the k-th row, excluding the diagonal element akk . Then every eigenvalue of A
lies inside or on the boundary of atleast one of the circles   akk  Pk where k  0,1,2....n .
Proof:
From equation (3), we have
x1 x x x
  akk  ak1  ak 2 2  ak 3 3  ........  akn n
xk xk xk xk
n
If a
k i
ki  Pk (say), then   akk  Pk (5)
i 1

This result shows that all the eigenvalues of A lie inside or on the union of the above circles.
Since A and AT have the same eigenvalues, all the eigenvalues lie in the union of the n-
circles.
n
  akk   a jk where k  0,1,2....n (6)
j 1
jk

These circles are known as Gerschgorin circles and the bounds are called Gerschgorin
bounds.

If any Gerschgorin circle is isolated, then that circle contains exactly one eigenvalue.

The bounds obtained here are all independent. Hence all the eigenvalues of A must lie in the
intersection of these bounds.