Routines for determining Hessenberg factorisations.

void mxHFactor(Mat* mat, Vec* diag, Vec* beta)

Compute Hessenberg factorisation in compact form.

void mxMakeHQ(Mat* h_mat, Vec* diag, Vec* beta, Mat* q_out)

Construct the Hessenberg orthogonalising matrix Q.

void mxMakeH(Mat* h_mat, Mat* h_out)

Construct actual Hessenberg matrix

Documentation

Routines for determining Hessenberg factorisations.

Based on the "Meschach Library", available at the anonymous ftp site thrain.anu.edu.au in the directory pub/meschach.

Author:

David E. Stewart (david.stewart@anu.edu.au) Zbigniew Leyk (zbigniew.leyk@anu.edu.au) Ronan Collobert (collober@idiap.ch)

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