Nine-point finite-difference stencil Created 2026-10-03 Updated 2026-10-05
A nine-point finite-difference stencil on a square grid couples a central value to its four axial neighbours and four diagonal neighbours. Ordering the grid by columns produces a block tridiagonal matrix whose diagonal and off-diagonal blocks are symmetric tridiagonal Toeplitz matrices.
The centered quadratic spline interpolation matrix is the symmetric tridiagonal Toeplitz matrix
For , this means simply . To evaluate the inverse norm exactly, let and . If is the nonnegative adjacency matrix of the path, then and . The convergent Neumann series
therefore has nonnegative entries. Since , its entrywise absolute values are . Let . Then , or
The homogeneous characteristic roots are . Put . The particular solution and the two boundary conditions give
These row sums are symmetric and increase toward the centre: the exponential sum in the numerator is minimized at the middle integer or pair of integers. With , the exact finite-size inverse norm is thus
For example it equals at and at , tending to as . Stating only the bound two would not evaluate the finite matrix norm requested here.
Let and define . The artificial boundary values are . For the symmetric tridiagonal Toeplitz matrix , the sine addition formula gives
Thus all such matrices have the same discrete sine transform eigenvectors, with eigenvalues
The sine vectors are mutually orthogonal vectors and nonzero, so the matrix is invertible. If , then and therefore