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Jacobi method for complex Hermitian matrices
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Jacobi method for complex Hermitian matrices : ウィキペディア英語版
Jacobi method for complex Hermitian matrices
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:
:
\begin
(R_)_ & = \delta_ & \qquad m,n \ne p,q, \\()
(R_)_ & = \frac, \\()
(R_)_ & = \frac, \\()
(R_)_ & = \frac, \\()
(R_)_ & = \frac
\end

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:
:
\begin
(R_ M)_ & =
\begin
M_ & m \ne p,q \\()
\frac e^ - M_ e^) & m = p \\()
\frac e^ + M_ e^) & m = q
\end \\()
(MR_^\dagger)_ & =
\begin
M_ & n \ne p,q \\
\frac e^ - M_ e^) & n = p \\()
\frac e^ + M_ e^) & n = q
\end
\end

A Hermitian matrix, ''H'' is defined by the conjugate transpose symmetry property:
: H^\dagger = H \ \Leftrightarrow\ H_ = H^_
By definition, the complex conjugate of a complex unitary rotation matrix, ''R'' is its inverse and also a complex unitary rotation matrix:
:
\begin
R^\dagger_ & = R^_ \\()
\Rightarrow\ R^_ & = R^_ = R^ = R_.
\end

Hence, the complex equivalent Givens transformation T of a Hermitian matrix ''H'' is also a Hermitian matrix similar to ''H'':
:
\begin
T & \equiv R_ H R^\dagger_, & & \\()
T^\dagger & = (R_ H R^\dagger_)^\dagger = R^_ H^\dagger R^\dagger_ = R_ H R^\dagger_ = T
\end

The elements of ''T'' can be calculated by the relations above. The important elements for the Jacobi iteration are the following four:
:
\begin
T_ & = & & \frac} & - \ \ \ \mathrm\\}, \\()
T_ & = & & \frac} & + \ i \ \mathrm\\}, \\()
T_ & = & & \frac} & - \ i \ \mathrm\\}, \\()
T_ & = & & \frac} & + \ \ \ \mathrm\\}.
\end

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.
:
\begin
R^J_ & \equiv R_(\theta_2)\, R_(\theta_1),\text \\()
\theta_1 & \equiv \frac \text \theta_2 \equiv \frac,
\end

where the phase terms, \phi_1 and \phi_2 are given by:
:
\begin
\tan \phi_1 & = \frac\}}\}}, \\()
\tan \phi_2 & = \frac}.
\end

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:
:
\begin
\left(R_(\theta_2)\, R_(\theta_1) \right )_ =
\begin
\ \ \ \ \delta_ & m,n \ne p,q, \\()
-i e^\, \sin & m = p \text n = p, \\()
- e^\, \cos & m = p \text n = q, \\()
\ \ \ \ e^\, \cos & m = q \text n = p, \\()
+i e^\, \sin & m = q \text n = q.
\end
\end


抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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