A method of matrix diagonalization using Jacobi rotation matrices orthogonal similarity transformations of
the form
each of which eliminates one off-diagonal element. Each application of
See also Jacobi Method ,
Jacobi
Rotation Matrix
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References Gentle, J. E. "Givens Transformations (Rotations)." §3.2.5 in Numerical
Linear Algebra for Applications in Statistics. 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. Referenced on Wolfram|Alpha Jacobi Transformation
Cite this as:
Weisstein, Eric W. "Jacobi Transformation."
From MathWorld https://mathworld.wolfram.com/JacobiTransformation.html
Subject classifications
. It consists of a sequence of orthogonal similarity transformations of
the form
affects only rows and columns of 
, and the sequence of such matrices is chosen so as to eliminate
the off-diagonal elements.
