Abstract:

This paper addresses classical Jacobi method of eigenvalues calculation of a real symmetric matrix. It converts a real symmetric matrix into a diagonal matrix by a series of orthogonal similarity transformations, and then derives all eigenvalues and their corresponding eigenvectors. The paper presents the formulas of all orthogonal transformations, which are implemented by MATLAB programming. This provides a simple and practical calculation tool for the computation of practical problems.

Key words: eigenvalue, eigenvector, Jacobi method