Jacobi eigenvalue algorithm: Difference between revisions

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Description: pivot is not max(S) but max(abs(S))
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== External links ==
*[http://www.maths.lancs.ac.uk/~gilbert/m306c/node17.html Jacobi's Method]
*[http://math.fullerton.edu/mathews/n2003/JacobiMethodMod.html Jacobi Iteration for Eigenvectors]
*[http://groups.google.com/group/sci.math.num-analysis/msg/8282d0d412f72d2e Matlab implementation of Jacobi algorithm that avoids trigonometric functions]