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In mathematics, the Jacobi method for complex Hermitian matrices is a generalization of the Jacobi iteration method. The Jacobi iteration method is also explained in "Introduction to Linear Algebra" by . == Derivation == The complex unitary rotation matrices ''R''''pq'' can be used for Jacobi iteration of complex Hermitian matrices in order to find a numerical estimation of their eigenvectors and eigenvalues simultaneously. Similar to the Givens rotation matrices, ''R''''pq'' are defined as: : Each rotation matrix, ''R''''pq'', will modify only the ''p''th and ''q''th rows or columns of a matrix ''M'' if it is applied from left or right, respectively: : A Hermitian matrix, ''H'' is defined by the conjugate transpose symmetry property: : By definition, the complex conjugate of a complex unitary rotation matrix, ''R'' is its inverse and also a complex unitary rotation matrix: : Hence, the complex equivalent Givens transformation of a Hermitian matrix ''H'' is also a Hermitian matrix similar to ''H'': : The elements of ''T'' can be calculated by the relations above. The important elements for the Jacobi iteration are the following four: : Each Jacobi iteration with ''R''''J''''pq'' generates a transformed matrix, ''T''''J'', with ''T''''J''''p'',''q'' = 0. The rotation matrix ''R''''J''''p'',''q'' is defined as a product of two complex unitary rotation matrices. : where the phase terms, and are given by: : Finally, it is important to note that the product of two complex rotation matrices for given angles ''θ''1 and ''θ''2 cannot be transformed into a single complex unitary rotation matrix ''R''''pq''(''θ''). The product of two complex rotation matrices are given by: : 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Jacobi method for complex Hermitian matrices」の詳細全文を読む スポンサード リンク
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