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Consider a matrix $M \in \mathbb{R}^{n \times n}$ in the form:

$$ M = \begin{bmatrix} \alpha & \beta & 0 & \cdots & 0 \\ \gamma & \alpha & \beta & \cdots & 0 \\ 0 & \gamma & \alpha & \cdots & \vdots \\ \vdots & \vdots & \ddots & \ddots & \beta \\ 0 & 0 & \cdots & \gamma & \operatorname{\alpha} \end{bmatrix} $$

Then a closed form expression for the eigenvalues is

$$\mu_k = \alpha + 2 \beta \sqrt{\frac{\gamma}{\beta}} \cos \left( \frac{k \pi}{n+1} \right)$$

However, this also requires that $\beta \neq 0$, since the corresponding eigenvectors contain a division by $\beta$. Therefore, I am wondering if there exists a separate general formula for the case where $\beta = 0$.

This simplifies the above matrix $M$ to:

$$ \begin{bmatrix} \alpha & 0 & 0 & \cdots & 0 \\ \gamma & \alpha & 0 & \cdots & 0 \\ 0 & \gamma & \alpha & \cdots & \vdots \\ \vdots & \vdots & \ddots & \ddots & 0 \\ 0 & 0 & \cdots & \gamma & \operatorname{\alpha} \end{bmatrix}$$

Of course, it is simple enough to compute this manually for smaller matrices, but I would be interested in knowing what the general solution is in this case.


Note: the corresponding eigenvectors in the case where $\beta \neq 0$ are: $$v_k = \Big{(} \sqrt{ \frac{\gamma}{\beta}} \sin \big{(} \frac{ k \pi}{n+1} \big{)}, \big{(} \sqrt{ \frac{\gamma}{\beta}} \space \big{)}^2 \sin \big{(} \frac{ 2k \pi}{n+1} \big{)}, \cdots, \big{(} \sqrt{\frac{\gamma}{\beta}} \space \big{)}^n \sin \big{(} \frac{ nk \pi}{n+1} \big{)} \Big{)}^T$$

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2 Answers 2

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The matrix you've written is lower triangular, and the eigenvalues of triangular matrices are just their diagonal entries. In particular, your matrix has only one eigenvalue, $\alpha$, and it occurs with algebraic multiplicity $n$.

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One can also note that you can take the limit as $\beta$ goes to zero in your expression, since while it does include a division by $\beta$, that is also multiplied by the same to a higher power; that is, you can simplify the expression for the eigenvalues to $$ \mu_k = \alpha + 2\sqrt{\beta\gamma}\cos\left(\frac{k\pi}{n+1}\right) $$

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