A tridiagonal matrix is a square matrix whose nonzero entries can occur only on the main diagonal, the subdiagonal, and the superdiagonal,
|
(1)
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Every tridiagonal matrix is both an upper and a lower Hessenberg matrix. If its diagonal entries are , its superdiagonal entries
are
,
and its subdiagonal entries are
, then the determinants
of its leading
principal submatrices satisfy the continuant
recurrence
|
(2)
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(3)
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(4)
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In particular, the determinant of the full matrix is
and can be computed in linear time.
Computing the determinant of such a matrix requires only
(as opposed to
)
arithmetic operations (Acton 1990, p. 332). Efficient solution of the matrix
equation
for
,
where
is a tridiagonal matrix, can be performed in the Wolfram
Language using LinearSolve
on
,
represented as a SparseArray.