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We propose an algorithm for computing the polar decomposition of a 3 × 3 real matrix that is based on the connection between orthogonal matrices and quaternions. An important application is to 3D transformations in the level 3 Cascading Style Sheets specification used in web browsers. Our algorithm is numerically reliable and requires fewer arithmetic operations than the alternative of computing the...
Correlation matrices—symmetric positive semidefinite matrices with unit diagonal—are important in statistics and in numerical linear algebra. For simulation and testing it is desirable to be able to generate random correlation matrices with specified eigenvalues (which must be nonnegative and sum to the dimension of the matrix). A popular algorithm of Bendel and Mickey takes a matrix having the specified...
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