Page 219 - Advanced Linear Algebra
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Eigenvalues and Eigenvectors  203





                           ((( c       (      (        ( (     (( (        ((        ( (       (
                                         ~              ~
                                         £              £
            and thus


                                   (       (  c(     (   (   (          (8.7 )
                                               ~
                                               £
            The right-hand side is the sum of the absolute values of all entries in the  th row

            of   except the diagonal entry  (  . This sum  9    ²  (  ³   is the  th deleted absolute
              (

                                        (
                                           )
            row sum  of  ( . The inequality  8.7  says that, in the complex plane, the

            eigenvalue   lies in the disk centered at the diagonal entry (     with radius equal
            to 9²(³ . This disk

                                           “ ' c ( ( (    ²(³ ~ ¸'  d   9 ²(³¹
                           GR
            is called the Geršgorin row disk  for the  th row of  . The union of all of the
                                                       (

            Geršgorin row disks is called the Geršgorin row region  for  .
                                                             (
            Since  there  is  no way to know in general which is the index   for which

            (( ‚  ( (      , the best we can say in general is that the eigenvalues of  ( lie in the

            union of all Geršgorin row disks, that is, in the Geršgorin row region of  .
                                                                      (
            Similar definitions can be made for columns and since a matrix has the same
            eigenvalues  as  its transpose, we can  say that the eigenvalues of   lie in the
                                                                   (
            Geršgorin  column  region of  (  . The  Geršgorin region   .  ²  (  ³   of a matrix
            ( 4 ²-³ is the intersection of the Geršgorin row region and the Geršgorin

            column  region and we can say that all eigenvalues of   lie in the Geršgorin
                                                          (
            region of  . In symbols,  (     ‹  .  (  .
                    (
            25.  Find and sketch the Geršgorin region and the eigenvalues for the matrix
                                         v           y
                                     (~
                                         w           z
            26.  A matrix (  4 ² ³  is diagonally dominant  if for each   ~  ÁÃÁ  ,
                               d
                                        (  ((  ‚     9  ²  (    ³
               and it is strictly diagonally dominant  if strict inequality holds. Prove that
               if   is strictly diagonally dominant, then it is invertible.
                 (
                                   d
            27.  Find a matrix ( 4 ² ³  that is diagonally dominant but not invertible.
                                    d
            28.  Find a matrix  ( 4 ² ³  that is invertible but not  strictly  diagonally
               dominant.
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