houshess.m

来自「various matlab programs to slove various」· M 代码 · 共 16 行

function [H,Q]=houshess(A)
n=max(size(A)); 
Q=eye(n); 
H=A;
for k=1:(n-2),
    [v,beta]=vhouse(H(k+1:n,k)); 
    I=eye(k); 
    N=zeros(k,n-k); 
    m=length(v); 
    R=eye(m)-beta*v*v'; 
    H(k+1:n,k:n)=R*H(k+1:n,k:n);
    H(1:n,k+1:n)=H(1:n,k+1:n)*R; 
    P=[I, N; N', R]; 
    Q=Q*P;  
end
return