The exact excitation spectrum of a 3×3 two dimensional square lattice interacting via the nearest neighbour anisotropic Heisenberg Hamiltonian H = J ∑ { S i z S j z +γ( S i x S j x + S i y S j y )}, has been obtained for various values of the anisotropy constant γ. The zeros of the partition function in the complex µ=exp (- m H e / k B T ) plane are calculated for different γ for both ferromagnetic ( J 0) coupling. For \(0{\leqslant}\gamma{\leqslant}1\), the ferromagnetic zeros obey the generalized Lee-Yang theorem at all temperatures, but, for γ>1, they violate it at sufficiently low temperatures. For antiferromagnetic coupling, the zeros lie on the (unphysical) negative real axis for all values of γ and temperature. The zero-field susceptibility, for antiferromagnetic coupling, does not display a local maximum as a function of temperature in contrast to Kawabata's results on the same lattice.
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