I am multiplying an n x n matrix by an n x 1 matrix of unknowns, y(x_i), 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