Function rgsl::linear_algebra::hessenberg_decomp

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

This function computes the Hessenberg decomposition of the matrix A by applying the similarity transformation H = U^T A U. On output, H is stored in the upper portion of A. The information required to construct the matrix U is stored in the lower triangular portion of A. U is a product of N - 2 Householder matrices. The Householder vectors are stored in the lower portion of A (below the subdiagonal) and the Householder coefficients are stored in the vector tau. tau must be of length N.