Movatterモバイル変換


[0]ホーム

URL:


Jump to content
WikipediaThe Free Encyclopedia
Search

Diagonally dominant matrix

From Wikipedia, the free encyclopedia
Subclass of matrices

In mathematics, asquare matrix is said to bediagonally dominant if, for every row of the matrix, the magnitude of the diagonal entry in a row is greater than or equal to the sum of the magnitudes of all the other (off-diagonal) entries in that row. More precisely, the matrixA{\displaystyle A} is diagonally dominant if

|aii|ji|aij|   i{\displaystyle |a_{ii}|\geq \sum _{j\neq i}|a_{ij}|\ \ \forall \ i}

whereaij{\displaystyle a_{ij}} denotes the entry in thei{\displaystyle i}th row andj{\displaystyle j}th column.

This definition uses a weak inequality, and is therefore sometimes calledweak diagonal dominance. If a strict inequality (>) is used, this is calledstrict diagonal dominance. The unqualified termdiagonal dominance can mean both strict and weak diagonal dominance, depending on the context.[1]

Variations

[edit]

The definition in the first paragraph sums entries across each row. It is therefore sometimes calledrow diagonal dominance. If one changes the definition to sum down each column, this is calledcolumn diagonal dominance.

Any strictly diagonally dominant matrix is trivially aweakly chained diagonally dominant matrix. Weakly chained diagonally dominant matrices are non-singular and include the family ofirreducibly diagonally dominant matrices. These areirreducible matrices that are weakly diagonally dominant, but strictly diagonally dominant in at least one row.

Examples

[edit]

The matrix

A=[321132124]{\displaystyle A={\begin{bmatrix}3&-2&1\\1&3&2\\-1&2&4\end{bmatrix}}}

isweakly diagonally dominant because

|a11||a12|+|a13|{\displaystyle |a_{11}|\geq |a_{12}|+|a_{13}|}   since  |+3||2|+|+1|{\displaystyle |+3|\geq |-2|+|+1|}
|a22||a21|+|a23|{\displaystyle |a_{22}|\geq |a_{21}|+|a_{23}|}   since  |+3||+1|+|+2|{\displaystyle |+3|\geq |+1|+|+2|}
|a33||a31|+|a32|{\displaystyle |a_{33}|\geq |a_{31}|+|a_{32}|}   since  |+4||1|+|+2|{\displaystyle |+4|\geq |-1|+|+2|}.

The matrix

B=[221132120]{\displaystyle B={\begin{bmatrix}-2&2&1\\1&3&2\\1&-2&0\end{bmatrix}}}

isnot diagonally dominant because

|b11|<|b12|+|b13|{\displaystyle |b_{11}|<|b_{12}|+|b_{13}|}   since  |2|<|+2|+|+1|{\displaystyle |-2|<|+2|+|+1|}
|b22||b21|+|b23|{\displaystyle |b_{22}|\geq |b_{21}|+|b_{23}|}   since  |+3||+1|+|+2|{\displaystyle |+3|\geq |+1|+|+2|}
|b33|<|b31|+|b32|{\displaystyle |b_{33}|<|b_{31}|+|b_{32}|}   since  |+0|<|+1|+|2|{\displaystyle |+0|<|+1|+|-2|}.

That is, the first and third rows fail to satisfy the diagonal dominance condition.

The matrix

C=[421162125]{\displaystyle C={\begin{bmatrix}-4&2&1\\1&6&2\\1&-2&5\end{bmatrix}}}

isstrictly diagonally dominant because

|c11|>|c12|+|c13|{\displaystyle |c_{11}|>|c_{12}|+|c_{13}|}   since  |4|>|+2|+|+1|{\displaystyle |-4|>|+2|+|+1|}
|c22|>|c21|+|c23|{\displaystyle |c_{22}|>|c_{21}|+|c_{23}|}   since  |+6|>|+1|+|+2|{\displaystyle |+6|>|+1|+|+2|}
|c33|>|c31|+|c32|{\displaystyle |c_{33}|>|c_{31}|+|c_{32}|}   since  |+5|>|+1|+|2|{\displaystyle |+5|>|+1|+|-2|}.

Applications and properties

[edit]

The following results can be proved trivially fromGershgorin's circle theorem. Gershgorin's circle theorem itself has a very short proof.

A strictly diagonally dominant matrix (or an irreducibly diagonally dominant matrix[2]) isnon-singular.

AHermitian diagonally dominant matrixA{\displaystyle A} with real non-negative diagonal entries ispositive semidefinite. This follows from theeigenvalues being real, and Gershgorin's circle theorem. If the symmetry requirement is eliminated, such a matrix is not necessarily positive semidefinite. For example, consider

(221)(110110101)(221)<0.{\displaystyle {\begin{pmatrix}-2&2&1\end{pmatrix}}{\begin{pmatrix}1&1&0\\1&1&0\\1&0&1\end{pmatrix}}{\begin{pmatrix}-2\\2\\1\end{pmatrix}}<0.}

However, the real parts of its eigenvalues remain non-negative by Gershgorin's circle theorem.

Similarly, a Hermitian strictly diagonally dominant matrix with real positive diagonal entries ispositive definite.

No (partial)pivoting is necessary for a strictly column diagonally dominant matrix when performingGaussian elimination (LU factorization).

TheJacobi andGauss–Seidel methods for solving alinear system converge if the matrix is strictly (or irreducibly) diagonally dominant.

Many matrices that arise infinite element methods are diagonally dominant.

A slight variation on the idea of diagonal dominance is used to prove that the pairing on diagrams without loops in theTemperley–Lieb algebra is non-degenerate.[3] For a matrix with polynomial entries, one sensible definition of diagonal dominance is if the highest power ofq{\displaystyle q} appearing in each row appears only on the diagonal. (The evaluations of such a matrix at large values ofq{\displaystyle q} are diagonally dominant in the above sense.)

See also

[edit]

Notes

[edit]
  1. ^For instance, Horn and Johnson (1985, p. 349) use it to mean weak diagonal dominance.
  2. ^Horn and Johnson, Thm 6.2.27.
  3. ^K.H. Ko and L. Smolinski (1991). "A combinatorial matrix in 3-manifold theory".Pacific J. Math.149 (2):319–336.doi:10.2140/pjm.1991.149.319.

References

[edit]

External links

[edit]
Key concepts
Problems
Hardware
Software
Matrix classes
Explicitly constrained entries
Constant
Conditions oneigenvalues or eigenvectors
Satisfying conditions onproducts orinverses
With specific applications
Used instatistics
Used ingraph theory
Used in science and engineering
Related terms
Retrieved from "https://en.wikipedia.org/w/index.php?title=Diagonally_dominant_matrix&oldid=1285634338"
Categories:
Hidden categories:

[8]ページ先頭

©2009-2025 Movatter.jp