Function rgsl::linear_algebra::hesstri_decomp

pub fn hesstri_decomp(
    a: &mut MatrixF64, 
    b: &mut MatrixF64, 
    u: &mut MatrixF64, 
    v: &mut MatrixF64, 
    work: &mut VectorF64
) -> Value

This function computes the Hessenberg-Triangular decomposition of the matrix pair (A, B). On output, H is stored in A, and R is stored in B. If U and V are provided (they may be null), the similarity transformations are stored in them. Additional workspace of length N is needed in work.