@Article{Howell:2005:ABG, author = "Gary W. Howell and Nadia Diaa", title = "Algorithm 841: {BHESS}: {Gaussian} Reduction to a Similar Banded {Hessenberg} Form", journal = "{ACM} Transactions on Mathematical Software", volume = "31", number = "1", month = mar, year = "2005", pages = "166--185", URL = "http://doi.acm.org/10.1145/1055531.1055539", abstract = "BHESS uses Gaussian similarity transformations to reduce a general real square matrix to similar upper Hessenberg form. Multipliers are bounded in root mean square by a user-supplied parameter. If the input matrix is not highly nonnormal and the user-supplied tolerance on multipliers is of a size greater than ten, the returned matrix usually has small upper bandwidth. In such a case, eigenvalues of the returned matrix can be determined by the bulge-chasing BR iteration or by Rayleigh quotient iteration. BHESS followed by BR iteration determines a complete spectrum in about one-fifth the time required for orthogonal reduction to Hessenberg form followed by QR iterations. The FORTRAN 77 code provided for BHESS runs efficiently on a cache-based architecture.", }