What you want is to find the upper Hessenberg form of your matrix. For a symmetric matrix, this is tridiagonal.
Use the command hess to do this:
B=hess(A);
题
I have a symmetric matrix found from the following commands:
a=rand(n);
A=triu(a)+triu(a,1)'
I was wondering how I reduce this symmetric matrix into a tridiagonal matrix?
Any help is appreciated. Thank you very much.
解决方案
What you want is to find the upper Hessenberg form of your matrix. For a symmetric matrix, this is tridiagonal.
Use the command hess to do this:
B=hess(A);