Class ComplexHess

java.lang.Object
All Implemented Interfaces:
Decomposition<CMatrix>

public class ComplexHess extends ComplexUnitaryDecomposition

Computes the Hessenburg decomposition of a complex dense square matrix. That is, for a square matrix A, computes the decomposition A=QHQH where Q is an orthogonal matrix and H is a matrix in upper Hessenburg form which is similar to A (i.e. has the same eigenvalues).

A matrix H is in upper Hessenburg form if it is nearly upper triangular. Specifically, if H has all zeros below the first sub-diagonal.

For example, the following matrix is in upper Hessenburg form where each x is a placeholder which may hold a different value:

     [[ x x x x x ]
      [ x x x x x ]
      [ 0 x x x x ]
      [ 0 0 x x x ]
      [ 0 0 0 x x ]]