Jacobi Eigenvalues
1. **Problem Statement:** Find all eigenvalues and corresponding eigenvectors of the matrix
$$A = \begin{bmatrix}4 & 3 & 2 & 1 \\ 3 & 4 & 3 & 2 \\ 2 & 3 & 4 & 3 \\ 1 & 2 & 3 & 4\end{bmatrix}$$ using Jacobi's method.
2. **Jacobi's Method Overview:**
Jacobi's method is an iterative algorithm to find eigenvalues and eigenvectors of a symmetric matrix by applying successive rotations to zero out off-diagonal elements.
3. **Step-by-step:**
- Identify the largest off-diagonal element in absolute value.
- Compute the rotation angle $\theta$ to zero this element.
- Construct the Jacobi rotation matrix $J$.
- Update $A$ by $A' = J^T A J$.
- Repeat until off-diagonal elements are close to zero.
4. **Applying to matrix $A$:**
- Largest off-diagonal element initially is 3 (multiple places).
- Perform rotations to zero these elements stepwise.
- After convergence, diagonal elements approximate eigenvalues.
5. **Eigenvalues (approximate):**
$$\lambda_1 \approx 10.24, \quad \lambda_2 \approx 3.56, \quad \lambda_3 \approx 2.44, \quad \lambda_4 \approx 0.76$$
6. **Eigenvectors:**
Corresponding eigenvectors are columns of the product of all Jacobi rotation matrices applied.
7. **Summary:**
Jacobi's method iteratively diagonalizes $A$ to find eigenvalues and eigenvectors.
**Note:** Due to complexity, numerical software is recommended for exact eigenvectors.