An algorithm to compute the square root of a 3×3 positive definite matrix

An algorithm to compute the square root of a 3×3 positive definite matrix

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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:
Keywords: matrices
Abstract:

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.

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