| 
 | 
 | 
A method of diagonalizing Matrices using Jacobi Rotation Matrices. It consists of a sequence of Orthogonal Similarity Transformations, each of which eliminates one off-diagonal element.
See also Jacobi Algorithm, Jacobi Rotation Matrix
References
Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T.  ``Jacobi Transformation of a Symmetric Matrix.''  §11.1 in
  Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed.  Cambridge, England:
  Cambridge University Press, pp. 456-462, 1992.