Linear Algebra and Its Applications · Problem 7.4.4
Linear Programming and Game Theory — Gilbert Strang
Mathematics · gershgorin-circle-theorem
Problem
The matrix is called diagonally dominant because every . Show that zero cannot lie in any of the circles, and conclude that is nonsingular.Intuitive explanation
The key insight is the Gershgorin Circle Theorem: each eigenvalue of must lie inside at least one circle centered at a diagonal entry with radius (the sum of absolute values of off-diagonal entries in that row). If you can show that zero lies outside all these circles, then zero cannot be an eigenvalue—which means is nonsingular. Diagonal dominance is precisely the condition that guarantees this separation.
Intuitive explanation
The key insight is the Gershgorin Circle Theorem: each eigenvalue of must lie inside at least one circle centered at a diagonal entry with radius (the sum of absolute values of off-diagonal entries in that row). If you can show that zero lies outside all these circles, then zero cannot be an eigenvalue—which means is nonsingular. Diagonal dominance is precisely the condition that guarantees this separation.