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 ...
Scandinavian Journal of Statistics, Vol. 4, No. 3 (1977), pp. 97-104 (8 pages) This paper deals with the estimation of the left probability eigenvector and related characteristics of an ergodic matrix ...
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