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C++ API

: H = hess (A)

: [P, H] = hess (A)

Compute the Hessenberg decomposition of the matrix A.

The Hessenberg decomposition is P * H * P' = A where P is a square unitary matrix (P' * P = I, using complex-conjugate transposition) and H is upper Hessenberg (H(i, j) = 0 forall i > j+1).

The Hessenberg decomposition is usually used as the first step in an eigenvalue computation, but has other applications as well (see Golub, Nash, and Van Loan, IEEE Transactions on Automatic Control, 1979).

See also: eig, chol, lu, qr, qz, schur, svd.

Package: octave