[Math] Strictly diagonally dominant matrices are non singular

linear algebramatrices

I try to find a good proof for invertibility of strictly diagonally dominant matrices (defined by $|m_{ii}|>\sum_{j\ne i}|m_{ij}|$).
There is a proof of this in this paper but I'm wondering whether there are are better proof such as using determinant, etc to show that the matrix is non singular.

Best Answer

The proof in the PDF (Theorem 1.1) is very elementary. The crux of the argument is that if $M$ is strictly diagonally dominant and singular, then there exists a vector $u \neq 0$ with $$Mu = 0.$$

$u$ has some entry $u_i > 0$ of largest magnitude. Then

\begin{align*} \sum_j m_{ij} u_j &= 0\\ m_{ii} u_i &= -\sum_{j\neq i} m_{ij}u_j\\ m_{ii} &= -\sum_{j\neq i} \frac{u_j}{u_i}m_{ij}\\ |m_{ii}| &\leq \sum_{j\neq i} \left|\frac{u_j}{u_i}m_{ij}\right|\\ |m_{ii}| &\leq \sum_{j\neq i} |m_{ij}|, \end{align*} a contradiction.

I'm skeptical you will find a significantly more elementary proof. Incidentally, though, the Gershgorin circle theorem (also described in your PDF) is very beautiful and gives geometric intuition for why no eigenvalue can be zero.