Inverse eigenvalue problem for discrete three - diagonal Sturm - Liouville operator and the continuum limit

In present article the self-contained derivation of eigenvalue inverse problem results is given by using a discrete approximation of the Schrödinger operator on a bounded interval as a finite three-diagonal symmetric Jacobi matrix. This derivation is more correct in comparison with previous works which used only single-diagonal matrix. It is demonstrated that inverse problem procedure is nothing else than well known Gram-Schmidt orthonormalization in Euclidean space for special vectors numbered by the space coordinate index. All the results of usual inverse problem with continuous coordinate are reobtained by employing a limiting procedure, including the Goursat problem – equation in partial derivatives for the solutions of the inversion integral equation.