Let T, be tridiagonal (n,n)-matrices, i.e.
By a transmutation matrix for T, one usually means a (n,n)-matrix L with . We shall use (approximate) transmutation matrices for which this holds only in rows 1 through n-1. More precisely, with E the projection
we define a transmutation L by
Proof: With the rows of L, (2.1) reads
Since this recursion determines the uniquely once is given. For , is nonzero only in its first i components since T is tridiagonal.
We remark that Theorem 2.1 holds also for lower Hessenberg matrices , T.