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scipy.linalg.hessenberg

scipy.linalg.hessenberg(a, calc_q=False, overwrite_a=False)

Compute Hessenberg form of a matrix.

The Hessenberg decomposition is

A = Q H Q^H

where Q is unitary/orthogonal and H has only zero elements below the first subdiagonal.

Parameters :

a : array, shape (M,M)

Matrix to bring into Hessenberg form

calc_q : boolean

Whether to compute the transformation matrix

overwrite_a : boolean

Whether to ovewrite data in a (may improve performance)

Returns :

H : array, shape (M,M)

Hessenberg form of A

(If calc_q == True) :

Q : array, shape (M,M)

Unitary/orthogonal similarity transformation matrix s.t. A = Q H Q^H