tridiagonal matrix
TridiagonalMatrix
2002-01-14 02:57:09
2002-01-14 02:57:09
Definition
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An $n \times n$ \emph{tridiagonal} matrix is of the form
$$ \begin{bmatrix}
d_1 & u_1 & 0 & 0 & \cdots & 0 \\
l_1 & d_2 & u_2 & 0 & \cdots & 0 \\
0 & l_2 & d_3 & u_3 & \cdots & 0 \\
\vdots & \vdots & \ddots & \ddots & \ddots & \vdots \\
0 & 0 & \cdots & l_{n-2} & d_{n-1} & u_{n-1} \\
0 & 0 & \cdots & 0 & l_{n-1} & d_{n}
\end{bmatrix} $$