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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.



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Matrix Algebra Useful for Statistics
Shayle R. Searle, Andre I. Khuri

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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.