A refinement of Gerschgorin’s circle theorem

Recall the basic Gerschgorin circle theorem:

Let M \in \C^{n \times n} and define \rho_i = \sum_{j\neq i} |M_{ij}|. Define the Gerschgorin discs C_i = \{|z - M_{ii}| < \rho_i \}, then \sigma(M) \subset \cup C_i .

Here’s a useful enhancement to the theorem: if the union of the discs can be split into two disjoint regions, the first consisting of the union of k discs and the second consisting of the union of n-k discs, then there are k eigenvalues in the first region and n-k in the second.

Prove it! Hint: use the continuity of eigenvalues as you vary the matrix.

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