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A Method for Fast Diagonalization of a 2x2 or 3x3 Real Symmetric Matrix

Published 26 Jun 2013 in math.NA, cs.MS, and math.RA | (1306.6291v4)

Abstract: A method is presented for fast diagonalization of a 2x2 or 3x3 real symmetric matrix, that is determination of its eigenvalues and eigenvectors. The Euler angles of the eigenvectors are computed. A small computer algebra program is used to compute some of the identities, and a C++ program for testing the formulas has been uploaded to arXiv.

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