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:<math>\phi_i = a_i \phi_{i+1} - b_i c_i \phi_{i+2} \qquad i=n-1,\ldots,1</math>
with initial conditions ''ϕ''<sub>''n''+1</sub> = 1 and ''ϕ''<sub>''n''</sub> = ''a<sub>n</sub>''.<ref>{{Cite journal | last1 = Da Fonseca | first1 = C. M. | doi = 10.1016/j.cam.2005.08.047 | title = On the eigenvalues of some tridiagonal matrices | journal = Journal of Computational and Applied Mathematics | volume = 200 | pages = 283–286 | year = 2007 | pmid = | pmc = | doi-access = free }}</ref><ref>{{Cite journal | last1 = Usmani | first1 = R. A. | doi = 10.1016/0024-3795(94)90414-6 | title = Inversion of a tridiagonal jacobi matrix | journal = Linear Algebra and its Applications | volume = 212-213 | pages = 413–414 | year = 1994 | pmid = | pmc = }}</ref>
Closed form solutions can be computed for special cases such as [[symmetric matrix|symmetric matrices]] with all diagonal and off-diagonal elements equal<ref>{{Cite journal | last1 = Hu | first1 = G. Y. | last2 = O'Connell | first2 = R. F. | doi = 10.1088/0305-4470/29/7/020 | title = Analytical inversion of symmetric tridiagonal matrices | journal = Journal of Physics A: Mathematical and General | volume = 29 | issue = 7 | pages = 1511 | year = 1996 | pmid = | pmc = }}</ref> or [[Toeplitz matrices]]<ref>{{Cite journal | last1 = Huang | first1 = Y. | last2 = McColl | first2 = W. F. | doi = 10.1088/0305-4470/30/22/026 | title = Analytical inversion of general tridiagonal matrices | journal = Journal of Physics A: Mathematical and General | volume = 30 | issue = 22 | pages = 7919 | year = 1997 | pmid = | pmc = }}</ref> and for the general case as well.<ref>{{Cite journal | last1 = Mallik | first1 = R. K. | doi = 10.1016/S0024-3795(00)00262-7 | title = The inverse of a tridiagonal matrix | journal = Linear Algebra and its Applications | volume = 325 | pages = 109–139 | year = 2001 | pmid = | pmc = }}</ref><ref>{{Cite journal | last1 = Kılıç | first1 = E. | doi = 10.1016/j.amc.2007.07.046 | title = Explicit formula for the inverse of a tridiagonal matrix by backward continued fractions | journal = Applied Mathematics and Computation | volume = 197 | pages = 345–357 | year = 2008 | pmid = | pmc = }}</ref>
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:<math> a - 2 \sqrt{bc} \cos \left (\frac{k\pi}{n+1} \right ), \qquad k=1, \ldots, n. </math>
A real [[symmetric matrix|symmetric]] tridiagonal matrix has real eigenvalues, and all the eigenvalues are [[Eigenvalues and eigenvectors#Algebraic multiplicity|distinct (simple)]] if all off-diagonal elements are nonzero.<ref>{{Cite book | last1 = Parlett | first1 = B.N. | title = The Symmetric Eigenvalue Problem | year = 1980 | publisher = Prentice Hall, Inc. }}</ref> Numerous methods exist for the numerical computation of the eigenvalues of a real symmetric tridiagonal matrix to arbitrary finite precision, typically requiring <math>O(n^2)</math> operations for a matrix of size <math>n\times n</math>, although fast algorithms exist which (without parallel computation) require only <math>O(n\log n)</math>.<ref>{{Cite journal |last1 = Coakley |first1= E.S. |last2=Rokhlin | first2=V. | title =A fast divide-and-conquer algorithm for computing the spectra of real symmetric tridiagonal matrices | doi = 10.1016/j.acha.2012.06.003 |journal = Applied and Computational Harmonic Analysis |volume = 34 |issue = 3 |pages = 379–414 |year =2012 |doi-access = free }}</ref>
As a side note, an '''unreduced''' symmetric tridiagonal matrix is a matrix containing non-zero off-diagonal elements of the tridiagonal, where the eigenvalues are distinct while the eigenvectors are unique up to a scale factor and are mutually orthogonal.<ref>{{cite book |last1=Dhillon |first1=Inderjit Singh |title=A New O(n 2 ) Algorithm for the Symmetric Tridiagonal Eigenvalue/Eigenvector Problem |page=8 |url=http://www.cs.utexas.edu/~inderjit/public_papers/thesis.pdf}}</ref>
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