Catherine is not guilty, that is the point. That is why Dave thinks she has to die. Dave's wife and daughter were innocent also, and they were killed, accidentally by Mike. If Dave killed Mike, then Mike still wouldn't feel the intense anguish that Dave is going through because, well, dead people don't feel anguish. He doesn't just want Mike gone, he wants something far, far worse. He wants him to live everyday in a deep depression because he has lost someone he loves dearly. That would be the ultimate justice because that is what Dave lives through every day.