Function rgsl::linear_algebra::symmtd_decomp

pub fn symmtd_decomp(a: &mut MatrixF64, tau: &mut VectorF64) -> Value

This function factorizes the symmetric square matrix A into the symmetric tridiagonal decomposition Q T Q^T. On output the diagonal and subdiagonal part of the input matrix A contain the tridiagonal matrix T. The remaining lower triangular part of the input matrix contains the Householder vectors which, together with the Householder coefficients tau, encode the orthogonal matrix Q. This storage scheme is the same as used by LAPACK. The upper triangular part of A is not referenced.