Author: | Rex |
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Mode: | c |
Date: | Wed, 31 Mar 2010 13:40:25 |
function a = househ(a) % Turn matrix a into upper- hessenberg with same eigenvalues [m,n]=size(a); if m~=n, error('Not a square matrix!'); end for i=1:n-2 c=zeros(n,1); c(i+1:n)=a(i+1:m,i); % set up c q=norm(c); b=zeros(n,1); if a(i+1,i)>=0, b(i+1)=-q; else b(i+1)=q; end w=(c-b)/norm(c-b); Q=eye(n)-2*w*w'; a=Q*a*Q; a(i+2:n,i)=0; %let's correct the roundoff error end