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Concept# Tridiagonal matrix

Summary

In linear algebra, a tridiagonal matrix is a band matrix that has nonzero elements only on the main diagonal, the subdiagonal/lower diagonal (the first diagonal below this), and the supradiagonal/upper diagonal (the first diagonal above the main diagonal). For example, the following matrix is tridiagonal:
The determinant of a tridiagonal matrix is given by the continuant of its elements.
An orthogonal transformation of a symmetric (or Hermitian) matrix to tridiagonal form can be done with the Lanczos algorithm.
A tridiagonal matrix is a matrix that is both upper and lower Hessenberg matrix. In particular, a tridiagonal matrix is a direct sum of p 1-by-1 and q 2-by-2 matrices such that p + q/2 = n — the dimension of the tridiagonal. Although a general tridiagonal matrix is not necessarily symmetric or Hermitian, many of those that arise when solving linear algebra problems have one of these properties. Furthermore, if a real tridiagonal matrix A satisfies ak,k+1 ak+1,k > 0 for all k, so that the signs of its entries are symmetric, then it is similar to a Hermitian matrix, by a diagonal change of basis matrix. Hence, its eigenvalues are real. If we replace the strict inequality by ak,k+1 ak+1,k ≥ 0, then by continuity, the eigenvalues are still guaranteed to be real, but the matrix need no longer be similar to a Hermitian matrix.
The set of all n × n tridiagonal matrices forms a 3n-2
dimensional vector space.
Many linear algebra algorithms require significantly less computational effort when applied to diagonal matrices, and this improvement often carries over to tridiagonal matrices as well.
continuant (mathematics)
The determinant of a tridiagonal matrix A of order n can be computed from a three-term recurrence relation. Write f1 = |a1| = a1 (i.e., f1 is the determinant of the 1 by 1 matrix consisting only of a1), and let
The sequence (fi) is called the continuant and satisfies the recurrence relation
with initial values f0 = 1 and f−1 = 0. The cost of computing the determinant of a tridiagonal matrix using this formula is linear in n, while the cost is cubic for a general matrix.

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