Hessemberg decomposition dense real

src/main/java/com/wildbitsfoundry/etk4j/math/linearalgebra/ComplexHessembergDecompositionDense.java

@@ -48,4 +48,12 @@ public ComplexHessembergDecompositionDense(ComplexMatrixDense A) {
             ComplexHouseholderTransformations.au(U, u, 0, U.getRowCount() - 1, k + 1, U.getColumnCount() - 1, work);
         }
     }
+
+    public ComplexMatrixDense getH() {
+        return H;
+    }
+
+    public ComplexMatrixDense getU() {
+        return U;
+    }
 }

src/main/java/com/wildbitsfoundry/etk4j/math/linearalgebra/ComplexHouseholderTransformations.java

@@ -58,7 +58,7 @@ public static Complex[] genc(ComplexMatrixDense A, int r1, int r2, int c)
             scale.multiplyEquals(t);
         }
 
-        t = Complex.fromReal(1).divide(scale).uminus();;
+        t = Complex.fromReal(1).divide(scale).uminus();
         A.unsafeSet(r1, c, t);
 
         for (i = 0; i < ru; i++) {

src/main/java/com/wildbitsfoundry/etk4j/math/linearalgebra/HessembergDecompositionDense.java

@@ -0,0 +1,59 @@
+package com.wildbitsfoundry.etk4j.math.linearalgebra;
+
+import com.wildbitsfoundry.etk4j.math.complex.Complex;
+import com.wildbitsfoundry.etk4j.util.ComplexArrays;
+
+/**
+ * Zhess implements the unitary reduction to Hessenberg form
+ * by a unitary similarity transformation. Specifically, given
+ * a square matrix A, there is a unitary matrix U such that
+ * <pre>
+ *      H = U^H AU
+ * </pre>
+ * is upper Hessenberg.
+ * Zhess represents U and H as Zmats.
+ *
+ * @version Pre-alpha
+ * @author G. W. Stewart
+ */
+public class HessembergDecompositionDense {
+
+    /** The upper Hessenberg matrix */
+    public MatrixDense H;
+
+    /** The unitary matrix */
+    public MatrixDense U;
+
+    /** Creates a Zhess from a square Zmat. Throws a
+     * JampackException for nonsquare matrx.
+     *
+     * @param A A Zmat
+     * Thrown if A is not square.
+     */
+    public HessembergDecompositionDense(MatrixDense A) {
+
+        if (A.getRowCount() != A.getColumnCount()) {
+            //throw new JampackException("Matrix not square"); TODO
+        }
+
+        H = new MatrixDense(A);
+        U = MatrixDense.Factory.identity(H.getRowCount());
+
+        double[] work = new double[H.getRowCount()];
+
+        for (int k = 0; k < H.getColumnCount() - 2; k++) {
+            double[] u = HouseholderTransformations.genc(H, k + 1, H.getRowCount() - 1, k);
+            HouseholderTransformations.ua(u, H, k + 1, H.getRowCount() - 1, k + 1, H.getColumnCount() - 1, work);
+            HouseholderTransformations.au(H, u, 0, H.getRowCount() - 1, k + 1, H.getColumnCount() - 1, work);
+            HouseholderTransformations.au(U, u, 0, U.getRowCount() - 1, k + 1, U.getColumnCount() - 1, work);
+        }
+    }
+
+    public MatrixDense getH() {
+        return H;
+    }
+
+    public MatrixDense getU() {
+        return U;
+    }
+}