The well-known error estimates for the numerical computation of eigenvalues of symmetric integral equations are extended to the computation of the eigenvectors. The ...
Correction: The original version of this article incorrectly stated that eigenvalues are the magnitudes of eigenvectors. In fact, eigenvalues are scalars that are multiplied with eigenvectors. This ...
Seems like GE on a 2x2 matrix should be pretty darn fast.... especially if you use scalar * vector type operations.