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Jacobi Method

A method of diagonalizing Matrices using Jacobi Rotation Matrices. It consists of a sequence of Orthogonal Similarity Transformations, each of which eliminates one off-diagonal element.

See also Jacobi Algorithm, Jacobi Rotation Matrix


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. Cambridge, England: Cambridge University Press, pp. 456-462, 1992.

© 1996-9 Eric W. Weisstein