Safe pivots for tridiagonal elimination

ID: safe-pivots-for-tridiagonal-elimination

The displayed Thomas algorithm requires every modified pivot element to be nonzero in exact arithmetic. Nonzero original diagonal entries alone are insufficient: later pivot elements can vanish after elimination. Two useful sufficient contexts are a real symmetric positive-definite matrix, and strict diagonal dominance by rows:
For the symmetric positive-definite matrix case, elimination leaves positive-definite remaining blocks by the Schur complement, so each . Equivalently, the initial principal minors are positive, and with .
For strict diagonal dominance, a short induction shows . The first row gives . Assuming the preceding bound, the triangle inequality gives
In particular . These are structural guarantees against a zero pivot element, not universal bounds on forward error in floating-point arithmetic. A poorly conditioned linear system can still amplify roundoff error; numerical stability and the condition number must be distinguished.

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