Article ID: | iaor19891070 |
Country: | United Kingdom |
Volume: | 18 |
Start Page Number: | 459 |
End Page Number: | 466 |
Publication Date: | Sep 1989 |
Journal: | Computers & Mathematics with Applications |
Authors: | Franca L.P. |
Keywords: | matrices |
An efficient closed form to compute the square root of a 3×3 positive definite matrix is presented. The derivation employs the Cayley-Hamilton theorem avoiding calculation of eigenvectors. The paper shows that evaluation of one, rather than three, eigenvalues of the square root matrix suffice. The algorithm is robust and efficient.