functionhessenberg2

Compute an upper Hessenberg matrix by repeatedly applicated householder similarity transformation

Information

This function computes the Hessenberg matrix of matrix A by repetitive application of Householder similarity transformation

    Ai+1 = (I-2*u_i*u_i')*Ai*(I-2*u_i*u_i')

with Householder vector u_i.

The elementary transformations can be subsumed under

   A -> Q*A*Q

and Q*A*Q is Hessenberg matrix.

In contrast to function Modelica_LinearSystems2.Math.Matrices.hess, function Modelica_LinearSystems2.Math.Matrices.hess3 does not use any LAPACK routine.

Inputs

TypeNameDefaultDescription
Real[:,:]H
Strings"u"

Outputs

TypeNameDefaultDescription
Real[size(H, 1),size(H, 2)]Ht