Hessenberg Matrix

In linear algebra, a Hessenberg matrix is a special kind of square matrix, one that is "almost" triangular. To be exact, an upper Hessenberg matrix has zero entries below the first subdiagonal, and a lower Hessenberg matrix has zero entries above the first superdiagonal. They are named after Karl Hessenberg.

For example:

\begin{bmatrix} 1 & 4 & 2 & 3 \\ 3 & 4 & 1 & 7 \\ 0 & 2 & 3 & 4 \\ 0 & 0 & 1 & 3 \\ \end{bmatrix}

is upper Hessenberg and

\begin{bmatrix} 1 & 2 & 0 & 0 \\ 5 & 2 & 3 & 0 \\ 3 & 4 & 3 & 7 \\ 5 & 6 & 1 & 1 \\ \end{bmatrix}

is lower Hessenberg.

Read more about Hessenberg Matrix:  Computer Programming, Properties

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