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I'm pretty new to Mathematica and I need to figure out how to create a $n\times n$ tridiagonal matrix for any $n$. I don't have the slightest clue where to begin.

Edit: got this far, not sure how to set it to nxn

SparseArray[{Band[{1, 1}] -> x, Band[{2, 1}] -> y,  Band[{1, 2}] -> z}, {5, 5}]
// MatrixForm
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    $\begingroup$ Look up SparseArray[] and Band[]. If you have more questions, edit your question to say where you're having trouble. If you figure it out on your own, you can answer your own question. $\endgroup$ Oct 28, 2012 at 15:11
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    $\begingroup$ Re: your edit, you will need to provide an integer as the matrix dimension. However, you can write it up as a general function as: tridiag[n_Integer?Positive] := SparseArray[..., {n, n}] $\endgroup$
    – rm -rf
    Oct 28, 2012 at 15:18
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    $\begingroup$ As noted by rm, if you want to produce, say, the $10\times10$ version of your tridiagonal matrix, simply change the {5, 5} in your code to {10, 10}. As an additional note, if you read through the docs for Band[], you can either give a scalar or a list as the right hand side of a Band[{p, q}] -> (* stuff *) rule, which might be useful for your needs. $\endgroup$ Oct 28, 2012 at 15:24

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Following up on rm's suggestion, and particularly useful if you're going to be creating many such matrices, would be to define a function. For instance

 sparseMat[n_, {x_, y_,z_}] := SparseArray[{Band[{1, 1}] -> x, Band[{2, 1}] -> y,Band[{1, 2}] -> z}, {n, n}]

creates an $n$-by-$n$ tridiagonal matrix with (tri)diagonal elements $x$, $y$, and $z$. So for instance,

 sparseMat[6,{x,y,z}]

is the general 6-by-6 form with variables $x$, $y$, and $z$. You can give them explicit values by replacing the calling list

 sparseMat[6,{1,2,3}]

You will need to use MatrixForm[] to see the results in normal matrix form, for instance,

 sparseMat[6,{1,2,3}]//MatrixForm
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