Jacobi eigenvalue algorithm: Difference between revisions

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=== Notes ===
 
1. The logical array ''changed'' holds the status of each eigenvalue. If the numerical value of <math> e_k </math> or <math> e_l </math> changes during an iteration, the corresponding component of ''changed'' is set to ''true'', otherwise to ''false''. The integer ''state'' counts the number of components of ''changed'' which have the value ''true''. Iteration stops as soon as ''state'' = 0. This means that none of the approximations <math> e_1,\, ...\, , e_n </math> has recently changed its value and thus it is not very likely that this will happen if iteration continues. Here it is assumed that floating point operations are optimally rounded to the nearest flointingfloating point number.
 
2. The upper triangle of the matrix ''S'' is destroyed while the lower triangle and the diagonal are unchanged. Thus it is possible to restore ''S'' if necessary according to