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Christian Clason
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Compute all eigenvectors and eigenvalues of small symetricsymmetric matrices

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mookid
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Compute eigenvectors of small symetric matrices

My problem is to compute eigenvectors and eigenvalues of a lot of small (n < 30) symetric, positive definite matrices.

So far I am using LAPACK's DSYEV.

The priority is speed more than accuracy. Is there a faster algorithm (maybe not asymptotically, but in practice for small input)?