For normalized columns and , the restricted isometry constant is bounded by the cumulative coherence at . A restricted Gram matrix has diagonal one and every off-diagonal row sum at most . The Gershgorin circle theorem and the finite-dimensional spectral theorem bound its eigenvalues between and . At the distortion is zero, and at it is exactly the mutual coherence.
Use the natural empty-sum convention for cumulative coherence. This is needed for the printed case . For the conclusion is immediate. Otherwise let be its support of a vector, with . The Gram matrix has diagonal entries one because the columns have unit Euclidean norm. Each off-diagonal row sum is bounded by
The last inequality uses monotonicity of cumulative coherence: enlarging an index set only adds nonnegative summands. There are enough indices to enlarge it because .
The Gershgorin circle theorem places every eigenvalue of within distance of one. Since is a Hermitian matrix, its eigenvalues are real, and the finite-dimensional spectral theorem gives
This is the cumulative coherence bound for restricted isometry. The lower bound remains valid when , although it is then nonpositive. No assumption that the matrix is already a near isometry is required. The distortion is bounded by on every order- sparse vector.
The Gershgorin circle theorem says that every eigenvalue of a square matrix lies in at least one disc centred at a diagonal entry with radius the sum of the absolute values of the off-diagonal entries in that row.
For interior unknowns write the update as . The matrix is real symmetric and tridiagonal, with diagonal and adjacent entries . Each Gershgorin radius is at most . Its real interval is therefore contained in
For , every eigenvalue lies in . Symmetry gives an orthogonal diagonalization, so for every : errors in initial data cannot grow. This is stability in the discrete norm, also in its -weighted version. One can additionally see maximum-norm stability directly: the update weights are nonnegative with row sums at most one once the zero boundary unknowns are removed. Hence .
Here the only nonzero coefficients of are
Therefore, for each , the truncated system is
where a coefficient is omitted when its index is outside or equals .
For wavevectors and , the matrix entry is
Because , , so the matrix is symmetric. Its diagonal entry is . The sum of absolute off-diagonal entries is at most
because for nonzero integer ; truncation can only reduce the sum. Hence is strictly diagonally dominant with positive diagonal. The Gershgorin circle theorem places every eigenvalue in the positive interval
for at least one row. Since the symmetric matrix has only real eigenvalues, all are positive, and is a positive-definite matrix. Any one-dimensional ordering merely conjugates by a permutation matrix, preserving symmetry and positive definiteness.
The Gershgorin circle theorem states that every eigenvalue of a complex matrix lies in at least one disk
To prove it, choose a nonzero eigenvector for and an index such that . The th component of gives
Taking absolute values and using yields
Division by proves the theorem.
Let be the spatial matrix, so the Forward Euler method is
The conservative use of shared edge coefficients makes a real symmetric matrix. In an interior row, put . Its diagonal entry is , and the sum of the absolute off-diagonal entries is . Boundary rows have no larger disk because homogeneous Dirichlet data remove some unknown neighbors.
The Gershgorin circle theorem and symmetry therefore place every eigenvalue of in
If , each amplification eigenvalue is . It lies in whenever
or
Since the amplification matrix is symmetric, bounding all its eigenvalues in modulus by one bounds its discrete Euclidean operator norm by one. This proves the stated stability condition and is the Gershgorin stability bound for a variable-coefficient diffusion stencil.
Strictly diagonally dominant matrix Created 2026-09-24 Updated 2026-10-03
A matrix is strictly diagonally dominant when every diagonal-dominance inequality is strict. A real symmetric strictly diagonally dominant matrix with positive diagonal is positive definite by the Gershgorin circle theorem.