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Tridiagonal Matrix


A tridiagonal matrix is a square matrix whose nonzero entries can occur only on the main diagonal, the subdiagonal, and the superdiagonal,

 [a_(11) a_(12) 0 0 ... 0 0; a_(21) a_(22) a_(23) ... ... 0 0; 0 a_(32) a_(33) ... ... a_(n-2,n-1) 0; | ... ... ... ... a_(n-1,n-1) a_(n-1,n); 0 0 ... ... ... a_(n,n-1) a_(nn)].
(1)

Every tridiagonal matrix is both an upper and a lower Hessenberg matrix. If its diagonal entries are a_k, its superdiagonal entries are b_k, and its subdiagonal entries are c_k, then the determinants D_k of its leading k×k principal submatrices satisfy the continuant recurrence

D_0=1
(2)
D_1=a_1
(3)
D_k=a_kD_(k-1)-b_(k-1)c_(k-1)D_(k-2) for k>=2.
(4)

In particular, the determinant of the full matrix is D_n and can be computed in linear time.

Computing the determinant of such a matrix requires only O(7n) (as opposed to O(n^3/3)) arithmetic operations (Acton 1990, p. 332). Efficient solution of the matrix equation Ax=y for x, where A is a tridiagonal matrix, can be performed in the Wolfram Language using LinearSolve on A, represented as a SparseArray.


See also

Continuant, Diagonal Matrix, Hessenberg Matrix, Jacobi Method, Subdiagonal, Superdiagonal

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References

Acton, F. S. Numerical Methods That Work, 2nd printing. Washington, DC: Math. Assoc. Amer., pp. 331-334, 1990.Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. "Tridiagonal and Band Diagonal Systems of Equations." §2.4 in Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 42-47, 1992.

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Tridiagonal Matrix

Cite this as:

Weisstein, Eric W. "Tridiagonal Matrix." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/TridiagonalMatrix.html

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