Comparison of eigeninference based on one- and two-point Green's functions.

We compare two methods of eigeninference from large sets of data. Our analysis points at the superiority of our eigeninference method based on one-point Green's functions and Padé approximants over a method based on fluctuations and two-point Green's functions. The first method is orders of magnitude faster than the second one; moreover, we found a source of potential instability of the second method and identified it as arising from the spurious zero and negative modes of the estimator for the variance operator of a certain multidimensional Gaussian distribution, inherent for that method.