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I saw the following theorem in a very old paper of Bendixson. Does anybody know a shorter and beautiful proof of that?

Theorem. If $A$ is a real matrix, then for each of its eigenvalues $(\lambda)$, the following inequality holds:

$ m \leq Re(\lambda) \leq M $,

where $m$ and $M$ are the minimum and maximum eigenvalues of $(A+A^{T})/2$.

Thank you!

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1 Answer 1

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Replacing $A$ to $A-m$ or to $M-A$ we may reduce to the following partial case: $(A+A^T)/2$ is non-negative definite, and we have to prove that $a\geqslant 0$ for any eigenvalue $\lambda=a+bi$ of $A$. We have $Av=(a+bi)v$ for a certain complex eigenvector $v$. Therefore $0\leqslant ((A+A^T)v,v)=(Av,v)+(v,Av)=(a+bi)(v,v)+(a-bi)(v,v)=2a(v,v)$ and $a\geqslant 0$ indeed.

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