Principle-Component-Analysis/Jacobi.m at master · charmilgandhi/Principle-Component-Analysis · GitHub

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function [D,eigenVectorMatrix] = Jacobi(A)
    clc;
    [row,col] = size(A);
     eigenVectorMatrix = eye(row,col);
    theta = findTheta(A);
    [largest,row_ind,col_ind] = findLargestElement(A);
    B = eye(row,col);
        B(row_ind,row_ind) = cos(theta);
        B(col_ind,col_ind) = cos(theta);
        B(row_ind,col_ind) = -sin(theta);
        B(col_ind,row_ind) = sin(theta);
   % B

    D = matrixMultiply(matrixMultiply(findTranspose(B),A),B);
    D = removeError(D);
    eigenVectorMatrix = eigenVectorMatrix*B;

    % D
    while(~isDiagonal(D))
        [row,col] = size(D);
        theta = findTheta(D);
        [largest,row_ind,col_ind] = findLargestElement(D);
        B = eye(row,col);
        B(row_ind,row_ind) = cos(theta);
        B(col_ind,col_ind) = cos(theta);
        B(row_ind,col_ind) = -sin(theta);
        B(col_ind,row_ind) = sin(theta);

         D = matrixMultiply(matrixMultiply(findTranspose(B),D),B);
         D = removeError(D);
         eigenVectorMatrix = eigenVectorMatrix*B;
         ...D
         ...eigenVectorMatrix
    end

end