MATLAB Function Reference    
hess

Hessenberg form of a matrix

Syntax

Description

H = hess(A) finds H, the Hessenberg form of matrix A.

[P,H] = hess(A) produces a Hessenberg matrix H and a unitary matrix P so that A = P*H*P' and P'*P = eye(size(A)).

Definition

A Hessenberg matrix is zero below the first subdiagonal. If the matrix is symmetric or Hermitian, the form is tridiagonal. This matrix has the same eigenvalues as the original, but less computation is needed to reveal them.

Examples

H is a 3-by-3 eigenvalue test matrix:

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

Algorithm

hess uses LAPACK routines to compute the Hessenberg form of a matrix:

Matrix A
Routine
Real symmetric
DSYTRD
DSYTRD, DORGTR, (with output P)
Real nonsymmetric
DGEHRD
DGEHRD, DORGHR (with output P)
Complex Hermitian
ZHETRD
ZHETRD, ZUNGTR (with output P)
Complex non-Hermitian
ZGEHRD
ZGEHRD, ZUNGHR (with output P)

See Also

eig, qz, schur

References

[1]  Anderson, E., Z. Bai, C. Bischof, S. Blackford, J. Demmel, J. Dongarra, J. Du Croz, A. Greenbaum, S. Hammarling, A. McKenney, and D. Sorensen, LAPACK User's Guide (http://www.netlib.org/lapack/lug/ lapack_lug.html), Third Edition, SIAM, Philadelphia, 1999.


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