# This file is a part of Julia. License is MIT: https://julialang.org/license struct Hessenberg{T,S<:AbstractMatrix} <: Factorization{T} factors::S τ::Vector{T} Hessenberg{T,S}(factors::AbstractMatrix{T}, τ::Vector{T}) where {T,S<:AbstractMatrix} = new(factors, τ) end Hessenberg(factors::AbstractMatrix{T}, τ::Vector{T}) where {T} = Hessenberg{T,typeof(factors)}(factors, τ) Hessenberg(A::StridedMatrix) = Hessenberg(LAPACK.gehrd!(A)...) """ hessfact!(A) -> Hessenberg `hessfact!` is the same as [`hessfact`](@ref), but saves space by overwriting the input `A`, instead of creating a copy. """ hessfact!(A::StridedMatrix{<:BlasFloat}) = Hessenberg(A) hessfact(A::StridedMatrix{<:BlasFloat}) = hessfact!(copy(A)) """ hessfact(A) -> Hessenberg Compute the Hessenberg decomposition of `A` and return a `Hessenberg` object. If `F` is the factorization object, the unitary matrix can be accessed with `F[:Q]` and the Hessenberg matrix with `F[:H]`. When `Q` is extracted, the resulting type is the `HessenbergQ` object, and may be converted to a regular matrix with [`convert(Array, _)`](@ref) (or `Array(_)` for short). # Example ```jldoctest julia> A = [4. 9. 7.; 4. 4. 1.; 4. 3. 2.] 3×3 Array{Float64,2}: 4.0 9.0 7.0 4.0 4.0 1.0 4.0 3.0 2.0 julia> F = hessfact(A); julia> F[:Q] * F[:H] * F[:Q]' 3×3 Array{Float64,2}: 4.0 9.0 7.0 4.0 4.0 1.0 4.0 3.0 2.0 ``` """ function hessfact(A::StridedMatrix{T}) where T S = promote_type(Float32, typeof(zero(T)/norm(one(T)))) return hessfact!(copy_oftype(A, S)) end struct HessenbergQ{T,S<:AbstractMatrix} <: AbstractMatrix{T} factors::S τ::Vector{T} HessenbergQ{T,S}(factors::AbstractMatrix{T}, τ::Vector{T}) where {T,S<:AbstractMatrix} = new(factors, τ) end HessenbergQ(factors::AbstractMatrix{T}, τ::Vector{T}) where {T} = HessenbergQ{T,typeof(factors)}(factors, τ) HessenbergQ(A::Hessenberg) = HessenbergQ(A.factors, A.τ) size(A::HessenbergQ, d) = size(A.factors, d) size(A::HessenbergQ) = size(A.factors) function getindex(A::Hessenberg, d::Symbol) d == :Q && return HessenbergQ(A) d == :H && return triu(A.factors, -1) throw(KeyError(d)) end function getindex(A::HessenbergQ, i::Integer, j::Integer) x = zeros(eltype(A), size(A, 1)) x[i] = 1 y = zeros(eltype(A), size(A, 2)) y[j] = 1 return dot(x, A_mul_B!(A, y)) end ## reconstruct the original matrix convert(::Type{Matrix}, A::HessenbergQ{<:BlasFloat}) = LAPACK.orghr!(1, size(A.factors, 1), copy(A.factors), A.τ) convert(::Type{Array}, A::HessenbergQ) = convert(Matrix, A) full(A::HessenbergQ) = convert(Array, A) convert(::Type{AbstractMatrix}, F::Hessenberg) = (fq = Array(F[:Q]); (fq * F[:H]) * fq') convert(::Type{AbstractArray}, F::Hessenberg) = convert(AbstractMatrix, F) convert(::Type{Matrix}, F::Hessenberg) = convert(Array, convert(AbstractArray, F)) convert(::Type{Array}, F::Hessenberg) = convert(Matrix, F) full(F::Hessenberg) = convert(AbstractArray, F) A_mul_B!(Q::HessenbergQ{T}, X::StridedVecOrMat{T}) where {T<:BlasFloat} = LAPACK.ormhr!('L', 'N', 1, size(Q.factors, 1), Q.factors, Q.τ, X) A_mul_B!(X::StridedMatrix{T}, Q::HessenbergQ{T}) where {T<:BlasFloat} = LAPACK.ormhr!('R', 'N', 1, size(Q.factors, 1), Q.factors, Q.τ, X) Ac_mul_B!(Q::HessenbergQ{T}, X::StridedVecOrMat{T}) where {T<:BlasFloat} = LAPACK.ormhr!('L', ifelse(T<:Real, 'T', 'C'), 1, size(Q.factors, 1), Q.factors, Q.τ, X) A_mul_Bc!(X::StridedMatrix{T}, Q::HessenbergQ{T}) where {T<:BlasFloat} = LAPACK.ormhr!('R', ifelse(T<:Real, 'T', 'C'), 1, size(Q.factors, 1), Q.factors, Q.τ, X) function (*)(Q::HessenbergQ{T}, X::StridedVecOrMat{S}) where {T,S} TT = typeof(zero(T)*zero(S) + zero(T)*zero(S)) return A_mul_B!(Q, copy_oftype(X, TT)) end function (*)(X::StridedVecOrMat{S}, Q::HessenbergQ{T}) where {T,S} TT = typeof(zero(T)*zero(S) + zero(T)*zero(S)) return A_mul_B!(copy_oftype(X, TT), Q) end function Ac_mul_B(Q::HessenbergQ{T}, X::StridedVecOrMat{S}) where {T,S} TT = typeof(zero(T)*zero(S) + zero(T)*zero(S)) return Ac_mul_B!(Q, copy_oftype(X, TT)) end function A_mul_Bc(X::StridedVecOrMat{S}, Q::HessenbergQ{T}) where {T,S} TT = typeof(zero(T)*zero(S) + zero(T)*zero(S)) return A_mul_Bc!(copy_oftype(X, TT), Q) end