>> n = 10;
>> for i=1:n, A(i,i) = rand; end
>> for i=2:n, A(i,i-1) = rand; end
>> for i=1:n-1, A(i,i+1) = rand; end
>> A

A =

  Columns 1 through 7 

    0.6154    0.1988         0         0         0         0         0
    0.0579    0.7919    0.0153         0         0         0         0
         0    0.3529    0.9218    0.7468         0         0         0
         0         0    0.8132    0.7382    0.4451         0         0
         0         0         0    0.0099    0.1763    0.9318         0
         0         0         0         0    0.1389    0.4057    0.4660
         0         0         0         0         0    0.2028    0.9355
         0         0         0         0         0         0    0.1987
         0         0         0         0         0         0         0
         0         0         0         0         0         0         0

  Columns 8 through 10 

         0         0         0
         0         0         0
         0         0         0
         0         0         0
         0         0         0
         0         0         0
    0.4186         0         0
    0.9169    0.8462         0
    0.6038    0.4103    0.5252
         0    0.2722    0.8936

>> b = rand(n,1)

b =

    0.2026
    0.6721
    0.8381
    0.0196
    0.6813
    0.3795
    0.8318
    0.5028
    0.7095
    0.4289

>> [x] = tri_diag(A,b)

x =

    0.0694
    0.8046
    2.0267
   -1.7596
   -0.7402
    0.8898
    0.2603
    0.9742
   -0.5226
    0.6391

>> max(abs(A*x-b))

ans =

   2.2204e-16

>> diary off