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

The Monthly publishes articles, as well as notes and other features, about mathematics and the profession. Its readers span a broad spectrum of mathematical interests, and include professional ...

In applying statistical methods such as principal component analysis, canonical correlation analysis, and sufficient dimension reduction, we need to determine how many eigenvectors of a random matrix ...