The most funny part - I managed to reduce the running time to 3 seconds, 
rofl.

In my code I use a lot of computations of the dot(A*B*f,f)  for matrices 
A,B and vectors f filled with complex{float64}.  
But this is the same as dot(B*f,A'*f) !!

So, multiplication of matrices was the most time-consuming part. Even 
though matrices were sparse with sizes around 50x50.

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