Gershgorin Circle Theorem - Discussion

Discussion

One way to interpret this theorem is that if the off-diagonal entries of a square matrix over the complex numbers have small norms, the eigenvalues of the matrix cannot be "far from" the diagonal entries of the matrix. Therefore, by reducing the norms of off-diagonal entries one can attempt to approximate the eigenvalues of the matrix. Of course, diagonal entries may change in the process of minimizing off-diagonal entries.

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