Explanation of Givens rotation in Jacobi Rotation SVD

Ask Question

Asked 6 months ago

Active 6 months ago

Viewed 76 times

I'm trying to implement Singular Value Decomposition (homework of sorts) via the Jacobi Rotation method (more info here, pages 11 and 12).

I am stuck at the bullet saying (sorry for the picture, but I'm not too familiar with writing formulas... yet):

I know how to find the sine and cosine which rotate a vector (say, as explained in Wikipedia), but I don't understand the process above:

how should I find s and c when B is a 2x2 matrix is involved (instead of a 2x1 vector, as in Wikipedia)?
how should I find the s-hat and c-hat in the right matrix?

9042 silver badges12 bronze badges

asked Aug 4 '20 at 6:14

cyau

1

$\begingroup$ i believe this question already has an answer here: scicomp.stackexchange.com/q/8899/33248 $\endgroup$ – Thijs Steel Aug 4 '20 at 6:54
$\begingroup$ Thanks! This answers my question. $\endgroup$ – cyau Aug 11 '20 at 7:31

Add a comment |

0 Your Answer

Name

Required, but never shown

Post as a guest

Name

Required, but never shown

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy