A structured rank-revealing method for Sylvester matrix

  • Authors:
  • Bingyu Li;Zhuojun Liu;Lihong Zhi

  • Affiliations:
  • School of Mathematics and Statistics, Northeast Normal University, Changchun 130024, China;Key Laboratory of Mathematics Mechanization, AMSS, Beijing 100080, China;Key Laboratory of Mathematics Mechanization, AMSS, Beijing 100080, China

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2008

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Abstract

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 S^TS or H^TH 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.