The matrix you show is not diagonal (which means that only the main diagonal is non zero) it is rather tridiagonal (which means that the main diagonal AND one diagonal above and below it are nonzero.

It can be built in MATLAB with the command

A=diag(5*ones(1000,1),0)-diag(ones(999,1),1)-diag(ones(999,1),-1);

notice that if you do so, you are not really taking advantage of the sparsity

of the matrix, so it would be better to define it as

A=sparse(diag(5*ones(1000,1),0)-diag(ones(999,1),1)-diag(ones(999,1),-1));

so that sparse solvers can be employed.

blkdiag(5,5,5,5,5)

concatenate with the matrix you have made.

Dear Somesh Bhattacharya,

Thank you very much for your answer.

The matrix you show is not diagonal (which means that only the main diagonal is non zero) it is rather tridiagonal (which means that the main diagonal AND one diagonal above and below it are nonzero.

It can be built in MATLAB with the command

A=diag(5*ones(1000,1),0)-diag(ones(999,1),1)-diag(ones(999,1),-1);

notice that if you do so, you are not really taking advantage of the sparsity

of the matrix, so it would be better to define it as

A=sparse(diag(5*ones(1000,1),0)-diag(ones(999,1),1)-diag(ones(999,1),-1));

so that sparse solvers can be employed.

Dear Luca Bonaventura,

Great! that's it. Thank you very much for your valuable answer. According to your comment, I modified the question. It helps me to continue my work.

Kind regards,

Javad.