The inverse of a tridiagonal matrix

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The author obtains explicit formulae for the elements of the inverse of a general tridiagonal matrix by deriving the explicit solution of a second-order linear nonhomogeneous difference equation with variable coefficients, and then applying the solution to a boundary value problem with zero boundary values. Using the formula for the determinant, he gets an expression for the characteristic polynomial. He also establishes a connection between the matrix inverse and orthogonal polynomials. Moreover he shows how an application of the solution of a second-order linear difference equation to a boundary value problem with periodic boundary conditions can yield the inverse of a cyclic tridiagonal matrix. In the simple case of a tridiagonal or cyclic tridiagonal matrix with constant diagonals, the elements of the inverse can be expressed in terms of the Chebyshev polynomials of the second kind.




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