| JACOBI, C. G. J., 1868, o7. reine angew. Math., 69, 1. |
.... matrices, the rotation matrix Q can be obtained by the eigenvalue decomposition [6] of the time delayed correlation matrix Sigma (z) hz(t) z T (t )i = Q T Sigma (s) Q = Q T Q: 5) For more than two matrices a trick proposed by Cardoso, which is based on the method, that Jacobi [8] published in 1846, can be used. The basic idea is, that one can approximate the rotation matrix Q by a sequence of elementary rotations T k (OE k ) each trying to minimize the off diagonal elements of the respective Sigma (x) matrices, where the rotation angle OE k can be calculated in closed ....
C.G.J. Jacobi. Crelle J. reine angew. Mathematik,vol. 30, p. 51--94, 1846.
....An introduction to Jacobi s algorithm is provided by considering three integers 0 m t m2 ma and Q(mx,m,ma) ms [m m]mx,ma [ma mlm.m 0 Again gcd (m.m,ma) gcd Q(m.m,ma) and Q is seen to be a natural generalization of Euclid s algorithm. An examination of another paper of Jacobi s [7] shows that he was aware of the connection between his algorithm and greatest common divisors. If each such triple of integers is associated with a point in (0, 1) 3 by ( m, m,ma) m ma,m ma) Q(m.m,m) m mx [m ml,ma m x [mlm] r(mx ma,m ma) T(x. xz xl [x Xl] l 0q [1 x] ....
JACOBI, C. G. J., 1868, o7. reine angew. Math., 69, 1.
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