diff --git a/src/algorithms/math/tridiagonal_matrix.js b/src/algorithms/math/tridiagonal_matrix.js
new file mode 100644
index 00000000..29330e8d
--- /dev/null
+++ b/src/algorithms/math/tridiagonal_matrix.js
@@ -0,0 +1,95 @@
+// In the code below, indexes start with zero. This means, replace in the
+// Wikipedia article's "Method" section:
+//
+//     a[j] → b[j-2]
+//     b[j] → b[j-1]
+//     c[j] → c[j-1]
+//     d[j] → d[j-1]
+//     x[j] → x[j-1]
+//     c'[j] → c'[j-1]
+//     d'[j] → d'[j-1]
+
+/*jslint node: true, maxerr: 50, maxlen: 80 */
+
+'use strict';
+
+var createCp, createDp, solve, solve1;
+
+// cp: c'
+createCp = function (a, b, c, n) {
+    var i, cp = [];
+
+    cp[0] = c[0] / b[0];
+    if (!isFinite(cp[0])) {
+        return null;
+    }
+
+    for (i = 1; i < n - 1; i += 1) {
+        cp[i] = c[i] / (b[i] - a[i - 1] * cp[i - 1]);
+        if (!isFinite(cp[i])) {
+            return null;
+        }
+    }
+
+    return cp;
+};
+
+// dp: d'
+createDp = function (a, b, d, cp, n) {
+    var i, dp = [];
+
+    dp[0] = d[0] / b[0];
+    if (!isFinite(dp[0])) {
+        return null;
+    }
+
+    for (i = 1; i < n; i += 1) {
+        dp[i] = (d[i] - a[i - 1] * dp[i - 1]) / (b[i] - a[i - 1] * cp[i - 1]);
+        if (!isFinite(dp[i])) {
+            return null;
+        }
+    }
+
+    return dp;
+};
+
+solve = function (a, b, c, d, n) {
+    var i, x = [], cp, dp;
+
+    cp = createCp(a, b, c, n);
+    if (cp === null) {
+        return null;
+    }
+    dp = createDp(a, b, d, cp, n);
+    if (dp === null) {
+        return null;
+    }
+
+    x[n - 1] = dp[n - 1];
+    for (i = n - 2; i >= 0; i -= 1) {
+        x[i] = dp[i] - cp[i] * x[i + 1];
+    }
+
+    return x;
+};
+
+solve1 = function (b, d) {
+    var x = [d[0] / b[0]];
+
+    return isFinite(x[0]) ? x : null;
+};
+
+// Returns null if there is no solution, an array of x-values otherwise.
+module.exports = function (a, b, c, d) {
+    var n = d.length;
+
+    if (n === 0) {
+        return [];
+    }
+
+    if (n === 1) {
+        return solve1(b, d);
+    }
+
+    return solve(a, b, c, d, n);
+};