There is a problem with your schematic, and in any case, it's only a tiny part of the design, so it's impossible for us to tell much from it. Also, I don't think the MAX7219 is the best solution for what you want to do.
The MAX7219 has current limiting built into the segment drivers. The maximum segment current is 40 mA, so with all segments ON (including the decimal point, if there is one), the MAX7219 can supply a maximum of 320 mA, not the 800 mA that you say the display needs.
Are you aware that the MAX7219 is a multiplexed display driver, and if you're driving three displays, each display will only light at one third of its normal brightness?
Your description so far is very brief. If you want some useful advice, you need to describe your project in a lot more detail, as well as giving the part number for the display (or a schematic of it, if it's made from discrete components).