Gershgorin bounds for symmetric matrices 2026-10-14
For a real symmetric matrix, or more generally a Hermitian matrix, the finite-dimensional spectral theorem makes all eigenvalues real. Intersecting its Gershgorin discs with the real axis givesThe union preserves gaps that the single outer interval loses. If every , all eigenvalues are positive, so the matrix is a positive-definite matrix. This is the positive-diagonal strictly diagonally dominant matrix criterion. For the three-by-three example, gives a positive-definite matrix certificate and bounds its spectral condition number of a positive-definite matrix by ; the computed value is about .
Strictness matters. The symmetric matrix has positive diagonal and is a diagonally dominant matrix, but its eigenvalues are and : it is singular. For a general complex matrix, the condition only puts the eigenvalues in the open right half-plane. The Hermitian matrix assumption is what converts that statement into positive definiteness.
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 205 1 b Solution Created 2026-09-24 Updated 2026-09-25
Suppose a feature map represented the Gaussian kernel. Choose , a unit vector , and points for . Their kernel matrix isFor sufficiently large , hence sufficiently small , every row satisfiesThus is a symmetric strictly diagonally dominant matrix with positive diagonal and is therefore a positive-definite matrix, so .
On the other hand, if is the matrix whose th row is , then and , a contradiction. Hence every feature-space realization of the Gaussian kernel requires an infinite-dimensional vector space.