Peter Hawkins
1cead779a3
Add support for Hessenberg and tridiagonal matrix reductions on CPU.
...
* Implement jax.scipy.linalg.hessenberg and jax.lax.linalg.hessenberg.
* Export what was previously jax._src.lax.linalg.orgqr as jax.lax.linalg.householder_product, since it can be used with some minor tweaks to compute the unitary matrix of a Hessenberg reduction.
* Implement jax.lax.linalg.tridiagonal, which is the symmetric (Hermitian) equivalent of Hessenberg reduction.
None of these primitives are differentiable at the moment.
PiperOrigin-RevId: 487224934
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