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m →Generalizations: corrected typo in the link to Jacobi Method for Complex Hermitian Matrices |
→Generalizations: corrected typo in the link to Jacobi Method for Complex Hermitian Matrices |
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== Generalizations ==
The Jacobi Method has been generalized to [[Jacobi Method for Complex Hermitian Matrices
Since singular values of a real matrix are the square roots of the eigenvalues of the symmetric matrix <math> S = A^T A</math> it can also be used for the calculation of these values. For this case, the method is modified in such a way that ''S'' must not be explicitly calculated which reduces the danger of [[round-off error]]s. Note that <math> J S J^T = J A^T A J^T = J A^T J^T J A J^T = B^T B </math> with <math> B \, := J A J^T </math> .
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