  In the framework of three generations, we consider the CP violation in
neutrino oscillation with matter effects. At first, we show that the
non-perturbative effects of two small parameters, \Delta m_{21}^2/\Delta
m_{31}^2 and \sin \theta_{13}, become more than 50% in certain ranges of energy
and baseline length. This means that the non-perturbative effects should be
considered in detailed analysis in the long baseline experiments. Next, we
propose a method to include these effects in approximate formulas for
oscillation probabilities. Assuming the two natural conditions,
\theta_{23}=45^\circ and the fact that the matter density is symmetric, a set
of approximate formulas, which involve the non-perturbative effects, has been
derived in all channels.
