This journal, begun in 1943 as Mathematical Tables and Other Aids to Computation, publishes original articles on all aspects of numerical mathematics, book reviews, mathematical tables, and technical ...
Seems like GE on a 2x2 matrix should be pretty darn fast.... especially if you use scalar * vector type operations.
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, ...