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Gershgorin’s Theorem for Estimating Eigenvalues - UPS

Gershgorin s Theorem for Estimating EigenvaluesSean (c) 2007 Sean is granted to copy, distribute and/or modify this document under theterms of the GNU Free Documentation License, Version or any later versionpublished by the Free Software Foundation; with no Invariant Sections, noFront-Cover Texts, and no Back-Cover Texts. A copy of the license is included in thesection entitled GNU Free Documentation License .2 One of the most important things you can know about a matrix is its eigenvalue (orcharacteristic value).

One of the most important things you can know about a matrix is its eigenvalue (or characteristic value). By pure inspection it is nearly impossible to see the eigenvalues. One way for estimating eigenvalues is to find the trace of the matrix. The trace merely tells us what all the eigenvalues add up to. It doesn’t give us any range for the ...

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