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Sunday, 15 February 2015

Tridiagonal matrix

Definition:
A square matrix with nonzero elements only on the diagonal and along the subdiagonal and superdiagonal.

A simple example: \begin{vmatrix} 2 & -1 & & & & \\ -1 & 2 & -1 & & & \\ & -1 & 2 & -1 & & \\ & & -1 & 2 & -1 &\\ & & & -1 & 2 & -1 \\ & & & & -1 & 2 \\ \end{vmatrix} We can make use of recurrence relation to find this determinant.
Expand the determinant by the first row: 2\begin{vmatrix} 2 & -1 & & & \\ -1 & 2 & -1 & & \\ & -1 & 2 & -1 &\\ & & -1 & 2 & -1 \\ & & & -1 & 2 \\ \end{vmatrix}+ \begin{vmatrix} -1 &  -1 & & & \\ & 2 & -1 & & \\ & -1 & 2 & -1 &\\ & & -1 & 2 & -1 \\ & & & -1 & 2 \\ \end{vmatrix} which is equal to 2\begin{vmatrix} 2 & -1 & & & \\ -1 & 2 & -1 & & \\ & -1 & 2 & -1 &\\ & & -1 & 2 & -1 \\ & & & -1 & 2 \\ \end{vmatrix}- \begin{vmatrix} 2 & -1 & & \\ -1 & 2 & -1 &\\ & -1 & 2 & -1 \\ & & -1 & 2 \\ \end{vmatrix} Let f_n be the determinant of the n\times n tridiagonal matrix with diagonal elements all equal to 2, the sub and super diagonal elements all -1.

In general, we have f_n=2f_{n-1}-f_{n-2}\\ f_1=2, f_2=3, f_n=n+1. Thus, the determinant of this 6\times 6 matrix is \fbox7.

More to explore:
continuant
continued fraction
http://www.sciencedirect.com/science/article/pii/S0096300307007825
Chapter 6, 7

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