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):

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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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