Revision as of 13:00, 22 December 2013 edit 218.148.244.74 (talk) →Example ← Previous edit		Revision as of 11:51, 22 January 2014 edit undo 81.34.116.166 (talk) Changed the S to S' transformation as per the definition of the Givens rotation matrix by the related wikipedia article. A clear example can be seen here: http://physics.bc.edu/MSC/430/LINEAR_EIGEN/JacobiContinued.html Next edit →
Line 18: Let ''S'' be a symmetric matrix, and ''G'' = ''G''(''i'',''j'',''θ'') be a [[Givens rotation\|Givens rotation matrix]]. Then: :<math>S'=G~~^\top~~ S G^\top \, </math> is symmetric and [[similar (linear algebra)\|similar]] to ''S''.

Jacobi eigenvalue algorithm: Difference between revisions