Hess

Advanced Analysis Library Only

AnalysisLibErrType Hess (void *inputMatrix, int matrixSize, void *hessenbergMatrix, void *orthogonalMatrix);

Purpose

Performs a Hessenberg decomposition of a real matrix A such that A = QHQH, where Q is the orthogonal matrix, H is the Hessenberg matrix, and QH is the transpose of Q.

Parameters

Input
Name Type Description
inputMatrix numeric array The input matrix A.
matrixSize integer The order of inputMatrix.
Output
Name Type Description
hessenbergMatrix numeric array The Hessenberg matrix. In place operation is supported. That is, you can call the function with hessenbergMatrix = NULL or hessenbergMatrix = inputMatrix so that the resulting Hessenberg matrix overwrites inputMatrix directly.
orthogonalMatrix numeric array The orthogonal matrix Q.

Return Value

Name Type Description
status AnalysisLibErrType A value that specifies the type of error that occurred. Refer to analysis.h for definitions of these constants.