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
Bis a 2x2 matrix is involved (instead of a 2x1 vector, as in Wikipedia)?
- how should I find the
c-hatin the right matrix?