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    Jacobi Rotation

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    Praveen Srivastava
    This document describes a code that performs Jacobi rotation to compute the eigenvalues and eigenvectors of a symmetric matrix. It initializes a rotation matrix P and performs maximum rotations to zero out the off-diagonal elements of the matrix. For each rotation, it identifies the maximum off-diagonal element and performs a similarity transformation using rotation angles to modify the matrix and rotation matrix P. After each rotation, it checks if the rotation criterion is met and prints the results if so.

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    Download as PDF, TXT or read online from Scribd

    Jacobi Rotation

    Uploaded by

    Praveen Srivastava
    85 views2 pages
    This document describes a code that performs Jacobi rotation to compute the eigenvalues and eigenvectors of a symmetric matrix. It initializes a rotation matrix P and performs maximum rotations to zero out the off-diagonal elements of the matrix. For each rotation, it identifies the maximum off-diagonal element and performs a similarity transformation using rotation angles to modify the matrix and rotation matrix P. After each rotation, it checks if the rotation criterion is met and prints the results if so.

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    This document describes a code that performs Jacobi rotation to compute the eigenvalues and eigenvectors of a symmetric matrix. It initializes a rotation matrix P and performs maximum rotations to zero out the off-diagonal elements of the matrix. For each rotation, it identifies the maximum off-diagonal element and performs a similarity transformation using rotation angles to modify the matrix and rotation matrix P. After each rotation, it checks if the rotation criterion is met and prints the results if so.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    85 views2 pages

    Jacobi Rotation

    Uploaded by

    Praveen Srivastava
    This document describes a code that performs Jacobi rotation to compute the eigenvalues and eigenvectors of a symmetric matrix. It initializes a rotation matrix P and performs maximum rotations to zero out the off-diagonal elements of the matrix. For each rotation, it identifies the maximum off-diagonal element and performs a similarity transformation using rotation angles to modify the matrix and rotation matrix P. After each rotation, it checks if the rotation criterion is met and prints the results if so.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    9/19/11 10:37 PM C:\Documents and Settings\PRAVEEN\My Docu...\Jacobi_rotation.

    m 1 of 2
    %-----------------------------------------------------------------------% This code performs Similarity Transformation corresponding to Jacobi
    % Rotation to compute eigen values and eigen vectors of a symmetric matrix [A].
    % [A*] = [R'][A][R]
    % [A*] is a diagonal matrix with eigen values as diagonal elements
    % Final transformation matrix is stored in [P] and is the accumulation of
    % individual rotations [Ri].
    % AML702: Advance Computational Method, IIT Delhi
    % Praveen Kumar Srivastava, 2011AMZ8095
    % Nomesh Kumar 2011AMZ8097
    % Suresh Kumar 2011CEZ8273
    %-----------------------------------------------------------------------tol = eps; n = size(A,1); max_rotation = 100;
    % Initialize rotation matrix [P]
    P = eye(n);
    % Begin Rotation
    for k = 1:max_rotation
    % Find maximum off-diagonal element in [A] and its index p & q
    Amax = 0.0;
    for i = 1:n-1
    for j = i+1:n
    if abs(A(i,j))>= Amax
    Amax = abs(A(i,j));
    p = i;
    q = j;
    end
    end
    end
    % If Amax is < eps, then print results
    if Amax < tol
    fprintf( '\nEigen values (e_val) and Eigen vectors (e_vect) of [A] at the end of k_th rotation:\n')
    e_val = diag(diag(A))
    e_vect = P
    k
    return
    end

    9/19/11 10:37 PM C:\Documents and Settings\PRAVEEN\My Docu...\Jacobi_rotation.m 2 of 2


    % find s2 (sin2t), c2 (cos2t), c (cost), s (sint), t2 (tan2t), t (tant)
    if abs(A(p,p)-A(q,q))< eps
    s2 = 1; s = 1/sqrt(2); c = s;
    else
    t2 = 2*A(p,q)/(A(p,p)-A(q,q));
    c2 = 1/sqrt(1+t2*t2); s2 = t2*c2;
    c = sqrt((1+c2)/2); s = s2/(2*c);
    end
    % Modify rotation matrix [P]
    P(:,[p,q]) = P(:,[p,q])* [c -s; s c];
    % Modify A(p,p), A(q,q), A(p,q) & A(q,p) elements of [A]
    temp = A(p,p);
    A(p,p) = A(p,p)*c*c+A(q,q)*s*s+2*A(p,q)*s*c;
    A(q,q) = temp*s*s+A(q,q)*c*c-2*A(p,q)*s*c;
    A(p,q) = 0;
    A(q,p) = 0;
    % Modify A(p,nn) and A(q,nn), (where nn ~=p and nn~=q) elements of [A]
    for nn = 1:n
    if nn~=p & nn~=q
    temp_pn = A(p,nn);
    A(p,nn) = A(p,nn)*c + A(q,nn)*s;
    A(q,nn) = -temp_pn*s + A(q,nn)*c;
    A(nn,p) = A(p,nn);
    A(nn,q) = A(q,nn);
    end
    end
    end

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