ELMHES
The
ELMHES
function reduces a real, nonsymmetric
n
by
n
array
A
to upper Hessenberg form. The result is an upper Hessenberg array with
eigenvalues that are identical to those of the original array
A
. The
Hessenberg array is stored in elements (
j, i
) with
i
<=
j
+ 1. Elements with
i
>
j
+ 1 are to be thought of as zero, but are returned with random values.
ELMHES is based on the routine
elmhes
described in section 11.5 of
Numerical Recipes in C: The Art of Scientific Computing
(Second Edition), published by Cambridge University Press, and is used by permission.
Calling Sequence
Result = ELMHES(
A
)
Arguments
A
An
n
by
n
real, nonsymmetric array.
Keywords
DOUBLE
Set this keyword to force the computation to be done in double-precision arithmetic.
COLUMN
Set this keyword if the input array
A
is in column-major format (composed of column vectors) rather than in row-major format (composed of row vectors).
NO_BALANCE
Set this keyword to disable balancing. By default, a balancing algorithm is applied to
A
. Balancing a nonsymmetric array is recommended to reduce the sensitivity of eigenvalues to rounding errors.
Example
See the description of HQR for an example using this function.
