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Conversion to Upper Hessenberg form

A matrix is said to be in upper Hessenberg form if its elements tex2html_wrap_inline411 for all tex2html_wrap_inline413 . Therefore,

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Given tex2html_wrap_inline459 , let tex2html_wrap_inline461 be the unitary matrix

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where tex2html_wrap_inline463 is formed by the Householder transformation for the column vector tex
2html_wrap_inline465 . Thus,

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It is clear that tex2html_wrap_inline467 does not change the first column of tex2html_wrap_inline469 . Repeating this procedure, tex2html_w
rap_inline303 is transformed by orthogonal similarity transformations into an upper Hessenberg matrix.


Shankar Krishnan
Mon Apr 21 01:16:56 EDT 1997