The zero matrix has the required pattern, and matrix addition and scalar multiplication preserve every prescribed zero entry. This proves the vector subspace condition. A basis consists of the matrix units
They independently select every permitted entry of a tridiagonal matrix, so the dimension is for .
For , the upper entry of in positions is , and the corresponding lower entry is . They are equal when . All coefficients used here are positive, so choose
Direct matrix multiplication gives the symmetric matrix
Its pattern remains tridiagonal. This is positive diagonal symmetrization of a tridiagonal matrix.
For the analogous positive off-diagonal entries in size , take
The same entrywise computation gives and , with every other entry zero. Thus the result is a symmetric matrix with a tridiagonal pattern. Positivity of the diagonal entries is not needed for this positive diagonal symmetrization of a tridiagonal matrix; positivity of ensures the displayed positive, invertible . In particular, the assertion is not an arbitrary-real-coefficient symmetrization claim when the off-diagonal signs differ.
They are similar matrices, so their eigenvalues, with algebraic multiplicities, are identical. Explicitly,
Moreover their eigenvectors correspond by . Since the transformed matrix is a real symmetric matrix, the spectral theorem for real symmetric matrices also shows that has real eigenvalues and is a diagonalizable matrix.
Use banded Gaussian elimination followed by back substitution. To distinguish the right-hand side from the upper-diagonal coefficients , write it as . If the modified pivot elements are nonzero, the tridiagonal elimination recurrences are
They eliminate just the one entry below each pivot element. Solve the resulting upper bidiagonal matrix system by
There is a bounded number of arithmetic operations per row in each sweep, giving arithmetic operations and storage. The unpivoted recurrences cost arithmetic operations under the usual scalar-operation count.
For a general tridiagonal matrix, nonsingularity alone does not guarantee these pivot elements. If a zero or unsafe pivot element occurs, use partial pivoting between the current row and the next row. These are the only possible nonzero candidates in the current column; adjacent row swaps introduce at most a second upper diagonal. Tracking that fill-in keeps both Gaussian elimination and back substitution at arithmetic operations. For example, is invertible but requires a row swap. If the input is singular, report a zero final pivot element; a unique solution cannot be promised, and compatibility or free-variable analysis is a separate issue. No nonsingularity or safe-pivot assumption is silently inferred from the word tridiagonal.
Let be the determinant of the leading principal submatrix. Expansion along the last row gives an term and a term with negative cofactor sign. In the latter minor, the final column has only nonzero, and deleting that row and column leaves the leading principal submatrix. Thus the tridiagonal determinant recurrence is
Here is the empty determinant convention, needed to include . The derivation uses cofactor expansion, so the recurrence relation remains valid when coefficients or intermediate determinants vanish; it never divides by a pivot element.
Evaluate the recurrence relation successively, retaining only the preceding two values. Each of the updates uses three multiplications and one subtraction. Hence arithmetic operations and auxiliary storage suffice, excluding the stored input. Naively branching into two recursive calls would repeat work; the sequential computation is essential. This is an arithmetic-operation bound, not a bit-complexity bound for arbitrarily large exact integers.

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