JSTOR Daily

The Eigenvalues of the Empirical Transition Matrix of a Markov Chain

Journal of Applied Probability, Vol. 41, Stochastic Methods and Their Applications (2004), pp. 347-360 (14 pages) This paper investigates the probabilistic behaviour of the eigenvalue of the empirical ...
JSTOR Daily

FAST AND BACKWARD STABLE COMPUTATION OF EIGENVALUES AND EIGENVECTORS OF MATRIX POLYNOMIALS

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 ...
Ars Technica

Finding the Eigenvectors of a 2x2 Matrix in a Fragment Shader

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