Seems like GE on a 2x2 matrix should be pretty darn fast.... especially if you use scalar * vector type operations.

In this project, we created a simple c++ library to calculate eigenvalues and eigenvectors. The library is build with a CMakeLists.txt created in CLion and uses googletests for the testing. A ...

Abstract: This letter considers the problem of estimating all the eigenvalues and eigenvectors of an irreducible matrix, corresponding to a strongly connected digraph, in the absence of knowledge on ...

Last year I got interested in a particular kind of one-dimensional problem involving multiple point masses oscillating as if they were connected by springs. The problem of finding the normal modes of ...

Abstract Computing the roots of a scalar polynomial, or the eigenvalues of a matrix polynomial, expressed in the Chebyshev basis {𝑇𝑘(𝑥)} is a fundamental problem that arises in many applications.

Department of Mathematics, University of Patras, Patras, Greece. Department of Physics, University of Patras, Patras, Greece. A code for “counting and computing the eigenvalues of a complex ...

Abstract: In this paper we propose a fast and efficient Jacobi-like approach named JET (Joint Eigenvalue decomposition based on Triangular matrices) for the Joint EigenValue Decomposition (JEVD) of a ...

Consider two p-variate populations, not necessarily Gaussian, with covariance matrices Σ₁ and Σ₂, respectively. Let S₁ and S₂ be the corresponding sample covariance matrices with degrees of freedom m ...