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Oliver Sander
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I took the formula from http://en.wikipedia.org/wiki/Eigenvalue_algorithm (retrieved lated August 2014). Wikipedia claims to have taken it from Smith, Oliver K. (April 1961), Eigenvalues of a symmetric 3 × 3 matrix, Communications of the ACM 4 (4): 168, doi:10.1145/355578.366316 I did not check stability of efficiency of this, but no problems related to either are mentioned in the literature. The main reason I need the closed-form expression is to be able to pipe it into an algorithmic differentiation system.
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