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Added Hessenberg form definition

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# Definition of Hessenberg form

Put content here**Definition:** A square matrix $H$ is in **upper Hessenberg form** if all entries below the first subdiagonal are zero: $h_{ij} = 0$ for $i > j + 1$.
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$$H = \begin{pmatrix} * & * & * & * & * \\ * & * & * & * & * \\ 0 & * & * & * & * \\ 0 & 0 & * & * & * \\ 0 & 0 & 0 & * & * \end{pmatrix}$$
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Similarly, **lower Hessenberg** has zeros above the first superdiagonal.
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**Theorem:** Every square matrix is unitarily similar to a matrix in Hessenberg form: $A = QHQ^*$ where $Q$ is unitary.
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Hessenberg form is used as an intermediate step in eigenvalue algorithms (like the QR algorithm) because it is nearly triangular and cheaper to work with than a full matrix. The reduction to Hessenberg form can be done in $O(n^3)$ operations using Householder reflections.

# Parents

* Canonical forms of matrices

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