Advances in Difference Equations
Volume 2009 (2009), Article ID 362627, 18 pages
doi:10.1155/2009/362627

Banded matrices and discrete Sturm-Liouville eigenvalue problems

Abstract

We consider eigenvalue problems for self-adjoint Sturm-Liouville difference equations of any even order. It is well known that such problems with Dirichlet boundary conditions can be transformed into an algebraic eigenvalue problem for a banded, real-symmetric matrix, and vice versa. In this article it is shown that such a transform exists for general separated, self-adjoint boundary conditions also. But the main result is an explicit procedure (algorithm) for the numerical computation of this banded, real-symmetric matrix. This construction can be used for numerical purposes, since in the recent paper by Kratz and Tentler (2008) there is given a stable and superfast algorithm to compute the eigenvalues of banded, real-symmetric matrices. Hence, the Sturm-Liouville problems considered here may now be treated by this algorithm.