Math 2.0

Numerical analysis Definition

Givens rotation

Builds on RotationOrthogonal matrixIdentity matrix

Definition

Let n≥2n \ge 2, let 1≤i<j≤n1 \le i < j \le n, and let c,sc, s be real numbers with c2+s2=1c^2 + s^2 = 1. The Givens rotation G(i,j;c,s)G(i, j; c, s) is the n×nn \times n real matrix that agrees with the identity matrix except in the four entries gii=c,gij=−s,gji=s,gjj=c.g_{ii} = c, \qquad g_{ij} = -s, \qquad g_{ji} = s, \qquad g_{jj} = c. Writing c=cos⁡θc = \cos\theta and s=sin⁡θs = \sin\theta, it is the rotation by the angle θ\theta in the plane of the coordinates ii and jj.

Remarks

G=G(i,j;c,s)G = G(i, j; c, s) is an orthogonal matrix with determinant c2+s2=1c^2 + s^2 = 1. For x∈ℝnx \in \R^n, the product GxG x changes only the entries ii and jj: (Gx)i=cxi−sxj(Gx)_i = c x_i - s x_j and (Gx)j=sxi+cxj(Gx)_j = s x_i + c x_j. If (xi,xj)≠(0,0)(x_i, x_j) \ne (0, 0), put r=xi2+xj2r = \sqrt{x_i^2 + x_j^2}, c=xi/rc = x_i / r and s=−xj/rs = -x_j / r; then (Gx)i=r(Gx)_i = r and (Gx)j=0(Gx)_j = 0. Example: for x=(3,4)x = (3, 4) in ℝ2\R^2, r=5r = 5, c=3/5c = 3/5, s=−4/5s = -4/5, and Gx=(9/5+16/5, −12/5+12/5)=(5,0)G x = (9/5 + 16/5, \ -12/5 + 12/5) = (5, 0). Non-example: the matrix with c=s=1c = s = 1 in these four places is not a Givens rotation, since c2+s2=2c^2 + s^2 = 2, and it is not orthogonal. Other books put −s-s in position (j,i)(j, i) instead; the two conventions differ by the sign of θ\theta.

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  1. Euclidean isometry concept
  2. Euclidean plane object
  3. Identity matrix object
  4. Matrix definition
  5. Rotation definition
  6. Transpose definition
  7. Orthogonal matrix definition
  8. Givens rotation definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Givens_rotation
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Kinddefinition
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MSC65F25, 15A23
DefinesGivens rotation
UsesRotation, Orthogonal matrix, Identity matrix

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