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

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 ...

One of the essential dilemmas in our lives is choosing between what is urgent and what is important. Years ago, Stephen Covey placed both issues on a 2x2 matrix, giving new light by having us consider ...

A relatively obscure eigenvalue due to Wielandt is used to give a simple derivation of the asymptotic distribution of the eigenvalues of a random symmetric matrix. The asymptotic distributions are ...