A symmetrical m × m matrix A can be written as the product of three matrices: A = Q × T × QT with Q an orthogonal matrix and T a symmetrical tridiagonal matrix. Both Q and T are m × m matrices.
This implementation only uses the upper part of the matrix, the part below the diagonal is not accessed at all.
Transformation to tridiagonal shape is often not a goal by itself, but it is an intermediate step in more general decomposition algorithms like {@link EigenDecomposition eigen decomposition}. This class is therefore intended for internal use by the library and is not public. As a consequence of this explicitly limited scope, many methods directly returns references to internal arrays, not copies.
@since 2.0
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