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MQL5 リファレンス行列とベクトルのメソッドOpenBLASReductionsReduceToHessenberg 

ReduceToHessenberg

Reduces a real or complex general n-by-n matrix A to upper Hessenberg form B by an orthogonal similarity transformation: Q**T * A * Q = H. LAPACK function GEHRD.

Computing for type matrix<double>

bool  matrix::ReduceToHessenberg(
  matrix&       H,           // upper Hessenberg matrix
  matrix&         reflect_q,    // q-reflectors
  vector&       tau_q         // scalar factors of the elementary reflectors Q
  );

Computing for type matrix<float>

bool  matrixf::ReduceToHessenberg(
  matrixf&     H,           // upper Hessenberg matrix
  matrixf&       reflect_q,   // q-reflectors
  vectorf&     tau_q         // scalar factors of the elementary reflectors Q
  );

Computing for type matrix<complex>

bool  matrixc::ReduceToHessenberg(
  matrixc&     H,           // upper Hessenberg matrix
  matrixc&       reflect_q,   // q-reflectors
  vectorc&     tau_q         // scalar factors of the elementary reflectors Q
  );

Computing for type matrix<complexf>

bool  matrixcf::ReduceToHessenberg(
  matrixcf&     H,           // upper Hessenberg matrix
  matrixcf&       reflect_q,   // q and p-reflectors
  vectorcf&     tau_q         // scalar factors of the elementary reflectors Q
  );

Parameters

H

[out]  Upper Hessenberg matrix.

reflect_q

[out] Owerwritten matrix A, the elements below the first subdiagonal, with the array tau_q, represent the orthogonal matrix Q as a product of elementary reflectors.

tau_q

[out] Vector of the scalar factors of the elementary reflectors which represent the orthogonal matrix Q.

Return Value

Return true if successful, otherwise false in case of an error.

Note

Matrix Q can be produced with ReflectHessenbergToQ method.