The $J$-matrix method
  Given an operator L acting on a function space, the J-matrix method consists of finding a sequence y_n of functions such that the operator L acts tridiagonally on y_n with respect to n. Once such a tridiagonalization is obtained, a number of characteristics of such an operator L can be obtained. In particular, information on eigenvalues and eigenfunctions, bound states, spectral decompositions, etc. can be obtained in this way. We review the general set-up, and we discuss two examples in detail; the Schrodinger operator with Morse potential and the Lame equation. 
Mourad E.H. Ismail and Erik Koelink