Strictly diagonally dominant matrices are invertible
Statement
Call *strictly row diagonally dominant* if for every . Show that such a matrix is invertible, and that the set of these matrices is an open subset of .
Hint
If with , look at a coordinate of largest absolute value.
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Solution
Invertibility. Suppose with . Choose with ; then . The -th equation reads , so
Dividing by gives , contradicting dominance. So and is invertible.
Openness. For each , the function is continuous on (a combination of absolute values of coordinates). Therefore
is a finite intersection of open sets, hence open. By the first part .
Example. is dominant (, ) with determinant .
Remark. This is the real core of Gershgorin's theorem: every eigenvalue lies in a disc , since would otherwise be strictly dominant. Dominance is only sufficient: is invertible but not dominant.