Implements Hessian decomposition.
| mat | The matrix to be decomposed. It needs to be a square matrix. |
| details | If H is to be calculated and returned. (Defaults to false, otherwise the return type is structure.) |
| return value | The Hessian matrix H, or the structure {h:H, q:Q}, depending on the parameter 'details'. |
Square matrix A is decomposed into QH, where Q is unitary H is zero below the subdiagonal.
A = [3,4,5+2i,6;7-1i,-8+7i,9,8;7,6,5,4;3,2,1,2] * 1J;
s = ejs.hess(A,1)
s.q * s.q'
s.q * s.h * s.q'