6.1 Householder method for matrix reduction

Author: Danka Kaludjerovic

Householder method is method used for reducing the n-dimensional square matrix to an upper Hessenberg matrix, or into tridiagonal form, if input matrix is Hermitean. Class implements two types of algorithms, depending of user input, one does the transformation considering column by column of input matrix, and the other one takes row by row. Each transformation in algorithm annihilates the required part of a matrix column/row, so procedure is carried out by the n-2 orthogonal transformations. The transformation in the i-th step is realized by multiplying the current matrix by the Householder matrix Ti i=1,.....,n-2.

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