This code was originally written for the RepLAB toolbox but was not needed in the end. I am thus releasing it under the LGPL license.
I have not seen any implementation of the hybrid method, but it seems to outperform the alternatives greatly.
The takagi_jacobi script could probably be optimized further by taking advantage of vectorization;
however, note that the particular implementation of the Jacobi rotations is done to minimize rounding
errors. Thus we have not tried to change it.
(C) Denis Rosset, 2021