A method of matrix diagonalization using Jacobi rotation matrices . It consists of a sequence of orthogonal similarity transformations of the form
each of which eliminates one off-diagonal element. Each application of affects only rows and columns of , and the sequence of such matrices is chosen so as to eliminate the off-diagonal elements.
See also Jacobi Method ,
Jacobi Rotation Matrix Explore with Wolfram|Alpha References Gentle, J. E. "Givens Transformations (Rotations)." §3.2.5 in Numerical Linear Algebra for Applications in Statistics. Berlin: Springer-Verlag, pp. 99-102, 1998. Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. "Jacobi Transformation of a Symmetric Matrix." §11.1 in Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 456-462, 1992. Referenced on Wolfram|Alpha Jacobi Transformation Cite this as: Weisstein, Eric W. "Jacobi Transformation." From MathWorld --A Wolfram Resource. https://mathworld.wolfram.com/JacobiTransformation.html
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