Linear Algebra and Its Applications · Problem 7.4.4

Linear Programming and Game Theory — Gilbert Strang

Mathematics · gershgorin-circle-theorem

Problem

The matrix A=[311041225]A = \begin{bmatrix} 3 & 1 & 1 \\ 0 & 4 & 1 \\ 2 & 2 & 5 \end{bmatrix} is called diagonally dominant because every ∣aii∣>ri|a_{ii}| > r_i. Show that zero cannot lie in any of the circles, and conclude that AA is nonsingular.
Intuitive explanation

The key insight is the Gershgorin Circle Theorem: each eigenvalue of AA must lie inside at least one circle centered at a diagonal entry aiia_{ii} with radius rir_i (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 AA 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 AA must lie inside at least one circle centered at a diagonal entry aiia_{ii} with radius rir_i (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 AA is nonsingular. Diagonal dominance is precisely the condition that guarantees this separation.

Related theory

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