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Givens Rotation


A Givens rotation is an orthogonal matrix that acts as a rotation in the plane of two coordinate directions and leaves all other coordinates unchanged. One sign convention replaces the corresponding 2×2 block of the identity matrix by

 [c s; -s c],

where c^2+s^2=1. Its determinant is 1.

For real numbers a and b not both zero, taking r=sqrt(a^2+b^2), c=a/r, and s=b/r gives

 [c s; -s c][a; b]=[r; 0].

Thus Givens rotations can introduce zeros into a matrix one at a time. Successive rotations give a QR decomposition and are particularly useful when only selected entries need to be eliminated. The Jacobi rotation matrix is a closely related construction with an angle chosen for matrix diagonalization.


See also

Householder Matrix, Jacobi Rotation Matrix, Orthogonal Matrix, QR Decomposition, Rotation Matrix

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References

Golub, G. H. and Van Loan, C. F. Matrix Computations, 4th ed. Baltimore, MD: Johns Hopkins University Press, 2013.

Cite this as:

Weisstein, Eric W. "Givens Rotation." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/GivensRotation.html

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