Advanced Analysis Library Only
AnalysisLibErrType Hess (void *inputMatrix, int matrixSize, void *hessenbergMatrix, void *orthogonalMatrix);
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.
| 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. |
| Name | Type | Description |
| status | AnalysisLibErrType | A value that specifies the type of error that occurred. Refer to analysis.h for definitions of these constants. |