A Matrix with Nonzero elements only on the diagonal and slots horizontally or vertically adjacent the diagonal. A
general tridiagonal Matrix has the form
See also Diagonal Matrix, Jacobi Algorithm
References
Acton, F. S. Numerical Methods That Work, 2nd printing. Washington, DC: Math. Assoc. Amer., p. 103, 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.