A structured rank-revealing method for Sylvester matrix

摘要

We propose a fast algorithm for computing the numeric ranks of Sylvester matrices. Let S denote the Sylvester matrix and H denote the Hankel-like-Sylvester matrix. The algorithm is based on a fast Cholesky factorization of STS or HTH and relies on a stabilized version of the generalized Schur algorithm for matrices with displacement structure. All computations can be done in O(r(n+m)), where n+m and r denote the size and the numerical rank of the Sylvester matrix, respectively.