Hessenberg reduction

ID: hessenberg-reduction

The reduction of a real square matrix to upper Hessenberg form uses orthogonal similarity transformations. A Householder reflector at column acts on rows to annihilate entries below row , and its matching right action preserves similarity. Previous zeros are preserved. Rank-one application of each reflector gives total work. Subsequent shifted systems with can be factored in work each because only one entry per column lies below the diagonal.

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