Seems like GE on a 2x2 matrix should be pretty darn fast.... especially if you use scalar * vector type operations.
Abstract Let A be an n × n Hermitian matrix and A = UΛUH be its spectral decomposition, where U is a unitary matrix of order n and Λ is a diagonal matrix. In this note we present the perturbation ...
The eigenvector empirical spectral distribution (VESD) is a useful tool in studying the limiting behavior of eigenvalues and eigenvectors of covariance matrices. In this paper, we study the ...