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 ...

This article presents a from-scratch C# implementation of the second technique: using SVD to compute eigenvalues and eigenvectors from the standardized source data. If you're not familiar with PCA, ...

We study sample covariance matrices of the form $W=(1/n)CC^{\intercal}$, where C is a k × n matrix with independent and identically distributed (i.i.d.) mean 0 ...

Three physicists wanted to calculate how neutrinos change. They ended up discovering an unexpected relationship between some of the most ubiquitous objects in math. After breakfast one morning in ...