Applied Mathematics E-Notes, 6(2006), 74-83 c ISSN 1607-2510

Available free at mirror sites of http://www.math.nthu.edu.tw/amen/

Explicit Inverses Of Several Tridiagonal Matrices

Wen-Chyuan Yueh
Received 1 January 2006

Abstract
Existence conditions of inverses of tri-constant-diagonal matrices with per-
turbed corner elements are found, and some of the important inverses are calcu-
lated to illustrate our results.

1 Introduction
In [1], explicit eigenvalues and eigenvectors are found for tridiagonal matrices of the
form

b+ c 0 0 ... 0 0
a b c 0 ... 0 0

An = 0 a b c ... 0 0 (1)

... ... ... ... ... ... ...
0 0 0 0 ... a b + nn

where a, b, c and , are complex numbers. In this paper, explicit inverses of these
matrices will be found. Background material can be found in [3].
As in [1], we will base our investigation on the method of symbolic calculus in
[2]. For this reason, we recall some terminologies used in [2]. The set of integers,
the set of non-negative integers, the set of real numbers and the set of complex num-
bers are denoted by Z, N, R and C respectively. The number 1 is denoted by
i. We will also set Z = {m| m Z} for C. In particular, Z denotes the
set {..., 2, , 0, , 2, ...} . Let lN be the set of complex sequences of the form
x = {xk }kN endowed with the usual linear structure. A sequence of the form
{, 0, 0, ...} is denoted by (or by if no confusion is caused), and the sequence
{0, 1, 0, 0, ...} is denoted by |. Given two sequences x = {xk } and y = {yk } in lN , their
convolution is denoted by x y (or xy if no confusion is caused) and is defined by
j
xy = xk yjk .
k=0 jN

It is easily verified that | = | | = {0, 0, 1, 0, 0, ...} and |n = |nj

2
jZ
, n = 1, 2, ...,
is given by |nj = 1 if n = j and |nj 0
= 0 otherwise. We will also set | = 1.
Mathematics Subject Classifications: 15A18
Department of Refrigeration, Chin-Yi Institute of Technology, Taichung, Taiwan 411, R. O. China

74
W. C. Yueh 75

In the following discussions we will assume ac = 0, and n 3 to avoid trivial

conditions.

2 Necessary Conditions For The Inverse

Let the (unique) inverse of An , if it exists, be denoted by
(1) (2) (n)

g1 g1 ... ... g1
(1) (2) (n)
(1) (2) (n) g2 g2 ... ... g2
Gn = g |g | |g = . (2)
... ... ... ... ...
(1) (2) (n)
gn gn ... ... gn nn

Then An Gn = In . This when expanded, can be written as

(k) (k) (k) (k)
ag0 + bg1 + cg2 = |k1 g1 ,
(k) (k) (k)
ag1 + bg2 + cg3 = |k2 ,
... = ...,
(k) (k)
agn1 + bgn(k) + cgn+1 = |kn gn(k) ,
with
(k) (k)
g0 = gn+1 = 0, k = 1, 2, ..., n.
Alternatively, we have
(k) (k) (k) (k)
agj1 + bgj + cgj+1 = |kj + fj , j, k = 1, 2, ..., n, (3)
(k) (k) (k) (k) (k)
where f1 = g1 , fn = gn and fj = 0 for j = 2, ..., n 1. We may
(k) (k) (k)
view the numbers g1 , g2 , ..., gn respectively as the first, second, ..., and the n-th
(k)
term of an infinite (complex) sequence g (k) = gj . For each k {1, ..., n}, let
jN

(k)
f (k) = fj be an infinite sequence defined by
j=0

(k)
g1 , j = 1,
(k) (k)
fj = gn , j = n,

0, otherwise.

Then (3) may be written as a vector equation

(k) (k) (k) (k)
c gj+2 + b gj+1 + a gj = |kj+1 j=0
+ fj+1 , k = 1, 2, ..., n.
j=0 j=0 j=0 j=0

By the same skill we have used in [1], we may reach the following
(k)
cg1 + |k + f (k) |
(k)
g = . (4)
a|2 + b| + c
76 Inverses of Triadiagonal Matrices

Let

b
=
2a
be the two roots of az 2 + bz + c = 0, where = b2 4ac. According to = 0 or = 0,
there are two cases to be considered.
Case I. Suppose = 0 so that + and are two dierent numbers. Since + =
c/a = 0 , we may write

1 i
= e

for some in the strip {z C|0 Rez < 2} , where

a b
= and cos = . (5)
c 2c

Since = 0, we also have sin = 0 and cos = 1. Note also that 2 c2 = ac.
By the method of partial fractions, we may write g (k) in the form

1 1 1 (k)
g (k) = cg1 + |k + f (k) |
| + |
1
(j+1) (j+1) (k)
= + cg1 + |k + f (k) |
j=0
2i
= j sin j j=0 cg1(k) , g1(k) , 0, ..., 1, 0, ..., gn(k) , 0, ... .

Then we have, by evaluating the convolution in the expression for g (k) :

(k) 2i
gj = cg1(k) j sin j g1(k) j1 sin (j 1)

+ H (j k) jk sin (j k) H (j n) gn(k) jn sin (j n) (6)

for j 1, where H (x) is the Heaviside function defined by H (x) = 1 if x 0 and

H (x) = 0 if x < 0. In particular,

(k) (k) (k)
g = cg1 n sin n g1 n1 sin (n 1) + nk sin (n k)
2i n
and

(k) (k) (k)
g = cg1 n+1 sin (n + 1) g1 n sin n
2i n+1
+n+1k sin (n + 1 k) gn(k) sin
= 0.
W. C. Yueh 77

(k) (k)
If the inverse exists, then g1 and gn form a unique solution pair and hence we must
have
cn sin n + n1 sin (n 1) c sin
=
cn+1 sin (n + 1) + n sin n sin
= n (ac sin (n + 1) ( + ) c sin n + sin (n 1) ) sin = 0. (7)
Furthermore, if = 0, then
(k) 1
g1 = , (8)

where
nk sin (n k) c sin
1 = n+1k
sin (n + 1 k) sin
= n+1k ( sin (n k) c sin (n + 1 k) ) sin (9)
By substituting these into (6), we obtain

(k) jk (c sin j sin (j 1) ) ( sin (n k) c sin (n + 1 k) )

gj =
c sin ac sin (n + 1) ( + ) c sin n + sin (n 1)
+ H (j k) sin (j k) } (10)
for 1 j n.
Case II. Suppose = 0 so that are two equal roots. In this case, b2 = 4ac, and
from (4),
(k)
cg1 + |k + f (k) | 1 | (k)
g (k) = = cg1 + |k + f (k)
b b
2 c (1 |)2
c 12 |+ |
2c 2c
1 (k) (k)
= jj j=0
cg1 , g1 , 0, ..., 1, 0, ..., gn(k) , 0, ... ,
c
b
where = . The j-th term of g (k) now is
2c
(k) 1 (k) (k)
gj = cg1 jj g1 (j 1)j1
c
+ H (j k) (j k) jk H(j n)gn(k) (j n) jn . (11)

A similar procedure leads to the necessary condition

= n (ac (n + 1) c ( + ) n + (n 1)) = 0. (12)
Furthermore, if = 0, then
(k) 1
g1 = , (13)

78 Inverses of Triadiagonal Matrices

where
1 = n+1k ( (n k) c (n + 1 k)) . (14)
By substituting these into (11), we obtain
(k) jk (cj (j 1)) ( (n k) c (n + 1 k))
gj =
c ac (n + 1) c ( + ) n + (n 1)
+ H (j k) (j k)} . (15)
THEOREM 1. Let the inverse of the matrix An be Gn = g (1) |g (2) | |g (n) . If
2
b 4ac = 0, then the necessary and sucient condition for Gn to exist is that (7)
holds for some {z C|0 Rez < 2} that satisfies (5). Furthermore, if the inverse
(k)
exists, then gj are given by (10). If b2 4ac = 0, then the necessary and sucient
condition for Gn to exist is that (12) holds. Furthermore, if the inverse exists, then
(k)
gj are given by (15).
We remark that sucient conditions for the existence of the inverse of An are
added in the above result. This is valid since the above arguments leading to necessary
condition of Theorem 1 can be reversed. We remark also that since cos z is 2-periodic,
the restriction {z C|0 Rez < 2} can be relaxed to C.

3 Inverses Of Some Special Toeplitz Matrices

We may now apply Theorem 1 for finding the inverses of several special tridiagonal
matrices. For motivation, consider the case where = = c in An .
THEOREM 2. Suppose = = c in the matrix An .
(i) Suppose b2 = 4ac. Then the inverse Gn of An given by (2) exists if, and only if,
cos = b/2c for some C and sin n = 0. Furthermore, if it exists, then
(k) jk (cos (n + 1 j k) + cos (n |j k|) )
gj = . (16)
2c sin sin n
(ii) Suppose b2 = 4ac, then the matrix is singular and the inverse does not exist.
PROOF. Suppose the inverse Gn exists and is of the form (2). If b2 = 4ac, then
substituting = = c into (7), we necessarily have
cos = b/2c, C
and
= 2n ac sin n (cos 1) sin = 0.
If sin n = 0, then the inverse exists, and by (10) we have

1 1
cos j cos n k +
jk 2 2
+ H (j k) sin (j k)
(k)
gj =
c sin sin n

jk cos (n k j + 1) + cos (n k + j) , j<k

= ,
2c sin sin n cos (n k j + 1) + cos (n j + k) , jk
W. C. Yueh 79

which is (16).
(k)
Once we have found gj , then we may reverse the arguments leading to Theorem 1
and conclude that g (1) | |g (n) is the inverse of An . On the other hand, if sin n = 0,
then = 0 and by Theorem 1, the inverse of An does not exist.
Suppose b2 = 4ac. By substituting = = c into (12), we have
= n ac (n + 1 2n + n 1) = 0,
the inverse does not exist. The proof is complete.
We may follow the same arguments to show the following for the case where =
= c
THEOREM 3. Suppose = = c in the matrix An .
(i) Suppose b2 = 4ac. Then the inverse Gn of An given by (2) exists if, and only if,
cos = b/2c for some C and sin n = 0. Furthermore, if it exists, then,

(k) jk (cos (n + 1 j k) cos (n |j k|) )

gj = . (17)
2c sin sin n
(ii) Suppose b2 = 4ac, then the inverse Gn of An given by (2) exists, and

(k) jk (2j 1) (2n + 1 2k) , j<k

gj = . (18)
4nc (2k 1) (2n + 1 2j) , jk

Theoretically, we can obtain the explicit formulas for the perturbed tridiagonal
Toeplitz matrices (1) for arbitrary and by (10) and (15), though in most cases
the formulas may be intrinsically
complicated in forms. However, if and are some
special values such as 0 or ac, the formulas are generally elegant in forms, especially
in the case b2 = 4ac. In the following we present some derived results in this aspects.
The derivation process are simple and are similar to that given above for = = c.
For the sake of simplicity, we will set
jk
=
c sin (sin (n + 1) sin n)
in Theorems 4,5,6 and 7.
THEOREM 4. Suppose = c and = 0 in the matrix An .
(i) Suppose b2 = 4ac. Then the inverse Gn of An given by (2) exists if, and only if,
cos = b/2c for some C and sin (n + 1) sin n = 0. Furthermore, if it exists,
then
(k) (sin j sin (j 1) ) sin (n + 1 k) , j < k
gj = . (19)
(sin k sin (k 1) ) sin (n + 1 j) , j k

(ii) Suppose b2 = 4ac. Then the inverse Gn of An given by (2) exists, and

(k) jk n + 1 k, j<k
gj = . (20)
c n + 1 j, jk
80 Inverses of Triadiagonal Matrices

THEOREM 5. Suppose = c and = 0 in the matrix An .

(i) Suppose b2 = 4ac. Then the inverse Gn of An given by (2) exists if, and only if,
cos = b/2c for some C and sin (n + 1) + sin n = 0. Furthermore, if it exists,
then

(k) (sin j + sin (j 1) ) sin (n + 1 k) , j < k

gj = + . (21)
(sin k + sin (k 1) ) sin (n + 1 j) , j k

(ii) Suppose b2 = 4ac. Then the inverse Gn of An given by (2) exists, and

(k) jk (2j 1) (n + 1 k) , j < k

gj = . (22)
c (2n + 1) (2k 1) (n + 1 j) , j k

THEOREM 6. Suppose = 0 and = c in the matrix An .

(i) Suppose b2 = 4ac. Then the inverse Gn of An given by (2) exists if, and only
if, cos = b/2c for some C and n sin (n + 1) sin = 0. Furthermore, if it
exists, then

(k) sin j (sin (n k) sin (n + 1 k) ) , j<k

gj = . (23)
sin k (sin (n j) sin (n + 1 j) ) , jk

(ii) Suppose b2 = 4ac. Then the inverse Gn of An given by (2) exists, and

(k) jk j, j<k
gj = . (24)
c k, jk

THEOREM 7. Suppose = 0 and = c in the matrix An

(i) Suppose b2 = 4ac. Then the inverse Gn of An given by (2) exists if, and only if,
cos = b/2c for some C and sin (n + 1) + sin n = 0. Furthermore, if it exists,
then

(k) sin j (sin (n k) + sin (n + 1 k) ) j < k

gj = + . (25)
sin k (sin (n j) + sin (n + 1 j) ) j k

(ii) Suppose b2 = 4ac. Then the inverse Gn of An given by (2) exists, and

(k) jk j (2n + 1 2k) , j<k

gj = . (26)
c (2n + 1) k (2n + 1 2j) , jk

THEOREM 8. Suppose = = c in the matrix An .

(i) Suppose b2 = 4ac. Then the inverse Gn of An given by (2) exists if, and only if,
cos = b/2c for some C and cos n = 0. Furthermore, if it exists, then,

(k) jk (sin (n + 1 j k) + sin (n |j k|) )

gj = . (27)
2c sin cos n

(ii) Suppose b2 = 4ac. Then the inverse Gn of An given by (2) exists, and
W. C. Yueh 81

(k) jk 2n + 1 2k, j<k

gj = . (28)
2c 2n + 1 2j, jk

THEOREM 9. Suppose = = c in the matrix An .

(i) Suppose b2 = 4ac. Then the inverse Gn of An given by (2) exists if, and only if,
cos = b/2c for some C and cos n = 0. Furthermore, if it exists, then

(k) jk (sin (n + 1 j k) sin (n |j k|) )

gj = . (29)
2c sin cos n
(ii) Suppose b2 = 4ac. Then the inverse Gn of An given by (2) exists, and

(k) jk 2j 1, j<k
gj = . (30)
2c 2k 1, jk

4 Examples
Matrices of the form (1) when a = c = 1 and b = 2 are often encountered in
mathematical models involving discrete heat equations. In this case, the formulas
become very simple. Here are some numerical examples for n = 5.
EXAMPLE 1. Suppose = c = 1, = 0. Then by (20), we have
1
1 1 0 0 0 5 4 3 2 1
1 2 1 0 0 4 4 3 2 1

0 1 2 1 0 = 3 3 3 2 1 . (31)

0 0 1 2 1 2 2 2 2 1
0 0 0 1 2 1 1 1 1 1

Suppose = c = 1, = 0, then by (22), we have

1
3 1 0 0 0 5 4 3 2 1
1 2 1 0 0 4 12 9 6 3
1
0 1 2 1 0 .
= 11 3 9 15 10 5 (32)
0 0 1 2 1 2 6 10 14 7
0 0 0 1 2 1 3 5 7 9

Suppose = = c = 1, then by (18), we have

1
3 1 0 0 0 9 7 5 3 1
1 2 1 0 0 7 21 15 9 3
1
0 1 2 1 0
= 20 5 15 25 15 5
0 0 1 2 1 3 9 15 21 7
0 0 0 1 3 1 3 5 7 9

Suppose = = c = 1, then by Theorem 2, the matrix is singular.

82 Inverses of Triadiagonal Matrices

EXAMPLE 2. Consider the following perturbed Toeplitz matrix

1 + i 0 0
i 1 i 0
A4 =
.
0 i 1 i
0 0 i 1 +
1
Since a = i, c = a = i, b = 1 so that b2 = 4ac, = i, c = 1 and = cos1 = .
2 3
5 4
Suppose = c = 1, = 0. Then by Theorem 2, since sin sin = 0, we see that
3 3
the matrix

0 i 0 0
i 1 i 0

0 i 1 i
0 0 i 1
is singular and the inverse does not exist.
5 4 3
Suppose = 1, = 0. By Theorem 5, since sin sin + sin = = 0,
3 3 3 2
hence the inverse exists and, by (21), we have


j (j 1) (5 k)
2 (i) jk sin + sin sin j<k
(k) 3 3 3
gj = ,
3
k (k 1) (5 j)
sin + sin sin jk
3 3 3
which gives
1
2 i 0 0 1 0 1 i
i 1 i 0 0 2i 2
= 1 0 . (33)
0 i 1 i 2 1 2i 1 i
0 0 i 1 i 2 i 1

5 4 3
Suppose = 0, = 1. By Theorem 7, since sin sin + sin = = 0,
3 3 3 2
hence the inverse exists and, by (25), we have

sin j sin (4 k)
(5 k)
2 (i)jk
+ sin j<k
(k) 3 3 3
gj = ,
3
k (4 j) (5 j)
sin sin + sin jk
3 3 3
which gives
1
1 i 0 0 1 i 2 i
i 1 i 0 1 2i 1
= 1 i .
0 i 1 i 2 2 2i 0 0
0 0 i 2 i 1 0 1
W. C. Yueh 83

This may also be obtained by (33) and the property of symmetry.

EXAMPLE 3. Direct application of Theorem 1 when , = c or 0 is also possible,
as we have pointed out in the last section. For example, suppose = i, = i in the
matrix

2 + i 0 0
i 2 i 0
A4 = 0
,
i 2 i
0 0 i 2+

where n = 4, a = i, c = i and b = 2 so that b2 = 4ac and = b/2c = i and

c = 1. Then by (12)

= (i)4 (5 + 3) = 8 = 0.

Hence the inverse exists, and by (15) of Theorem 1 with = i, we have

(k) (j i(j 1)) (i (4 k) + (5 k))

gj = (i)jk + H (j k) (j k)
(4 + 1) + (4 1)
kj
(i) 2jk 9j k + 4 + i(5 j k) j<k
= ,
8 2jk 9k j + 4 + i(5 j k) jk

which gives
1
2 + i i 0 0 4 + 3i 2 3i 2i i
i 2 i 0 1 2 + 3i 8 + i 5i 2 + i
= .
0 i 2 i 8 2i 5i 8 i 2 3i
0 0 i 2i i 2+i 2 + 3i 4 3i

References
[1] W. C. Yueh, Eigenvalues of several tridiagonal matrices, Appl. Math. E-Notes, 5
(2005), 6674.
[2] S. S. Cheng, Partial Dierence Equations, Taylor and Francis, London and New
York, 2003.
[3] M. Dow, Explicit inverses of Toeplitz and associated matrices, ANZIAM J.
44(2003), 185215.