HESSENBERG matrix function
HESSENBERG(A) generates a Hessenberg matrix for the square matrix A. An (upper) Hessenberg matrix has zero entries below the first subdiagonal. The Hessenberg matrix of A has the same eigenvalues as A.
Matrix Algebra Useful for Statistics
Shayle R. Searle, Andre I. Khuri
Buy from Amazon
This book addresses matrix algebra that is useful in the statistical analysis of data as well as within statistics as a whole. The material is presented in an explanatory style rather than a formal theorem-proof format and is self-contained.