Hessenberg matrix
Kind of square matrix in linear algebra
Kind of square matrix in linear algebra
In linear algebra, a Hessenberg matrix is a special kind of square matrix, one that is "almost" triangular. To be exact, an upper Hessenberg matrix has zero entries below the first subdiagonal, and a lower Hessenberg matrix has zero entries above the first superdiagonal. They are named after Karl Hessenberg. A Hessenberg decomposition is a matrix decomposition of a matrix A {\displaystyle A} into a unitary matrix P {\displaystyle P} and a Hessenberg matrix H {\displaystyle H} such that P H P ∗ = A {\displaystyle PHP^{*}=A} where P ∗ {\displaystyle P^{*}} denotes the conjugate transpose.
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