Explanation of Givens rotation in Jacobi Rotation SVD

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Asked 12 months ago

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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?

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asked Aug 4 '20 at 6:14

cyau

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$\begingroup$ 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

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