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Figure Properties - SERC

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hess<br />

2hess<br />

Purpose Hessenberg form of a matrix<br />

Syntax [P,H] = hess(A)<br />

H = hess(A)<br />

[AA,BB,Q,Z] = HESS(A,B)<br />

Description H = hess(A) finds H, the Hessenberg form of matrix A.<br />

2-1060<br />

[P,H] = hess(A) produces a Hessenberg matrix H and a unitary matrix P so<br />

that A = P*H*P' and P'*P = eye(size(A)).<br />

[AA,BB,Q,Z] = HESS(A,B) for square matrices A and B, produces an upper<br />

Hessenberg matrix AA, an upper triangular matrix BB, and unitary matrices Q<br />

and Z such that Q*A*Z = AA and Q*B*Z = BB.<br />

Definition A Hessenberg matrix is zero below the first subdiagonal. If the matrix is<br />

symmetric or Hermitian, the form is tridiagonal. This matrix has the same<br />

eigenvalues as the original, but less computation is needed to reveal them.<br />

Examples H is a 3-by-3 eigenvalue test matrix:<br />

H =<br />

-149 -50 -154<br />

537 180 546<br />

-27 -9 -25<br />

Its Hessenberg form introduces a single zero in the (3,1) position:<br />

hess(H) =<br />

-149.0000 42.2037 -156.3165<br />

-537.6783 152.5511 -554.9272<br />

0 0.0728 2.4489<br />

Algorithm Inputs of Type Double<br />

For inputs of type double, hess uses the following LAPACK routines to<br />

compute the Hessenberg form of a matrix:

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