Discussion of Jacobi's method for eigenvalues

The more general expression for the new matrix elements are $$ \begin{align*} b_{ii} =& a_{ii}, i \ne k, i \ne l \\ b_{ik} =& a_{ik}\cos\theta - a_{il}\sin\theta , i \ne k, i \ne l \\ b_{il} =& a_{il}\cos\theta + a_{ik}\sin\theta , i \ne k, i \ne l \nonumber\\ b_{kk} =& a_{kk}\cos^2\theta - 2a_{kl}\cos\theta \sin\theta +a_{ll}\sin^2\theta\nonumber\\ b_{ll} =& a_{ll}\cos^2\theta +2a_{kl}\cos\theta \sin\theta +a_{kk}\sin^2\theta\nonumber\\ b_{kl} =& (a_{kk}-a_{ll})\cos\theta \sin\theta +a_{kl}(\cos^2\theta-\sin^2\theta)\nonumber \end{align*} $$ This is what we will need to code.