Question: Matrix with 3 term diagonal

I am multiplying an n x n matrix by an n x 1 matrix of unknowns, y(xi), to get the result of my particular solution.  How do I create an n x n matrix with a 3 term diagonal?  For example:

b   c   0   0   0   0

a   b   c   0   0   0

0   a   b   c   0   0

0   0   a   b   c   0

0   0   0   a   b   c

0   0   0   0   a   b

(where a,b,c are expressions containing x)

Thanks! 

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