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Tridiagonal matrix : ウィキペディア英語版
Tridiagonal matrix
In linear algebra, a tridiagonal matrix is a matrix that has nonzero elements only on the main diagonal, the first diagonal below this, and the first diagonal above the main diagonal.
For example, the following matrix is tridiagonal:
:\begin
1 & 4 & 0 & 0 \\
3 & 4 & 1 & 0 \\
0 & 2 & 3 & 4 \\
0 & 0 & 1 & 3 \\
\end.
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.
==Properties==
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 ''a''''k'',''k''+1 ''a''''k''+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 ''a''''k'',''k''+1 ''a''''k''+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.〔Horn & Johnson, page 174〕
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.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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