Rank-revealing decomposition of symmetric indefinite matrices via block anti-triangular factorization
We present an algorithm for computing a symmetric rank revealing decomposition of a symmetric n x n matrix A, as defined in the work of Hansen & Yalamov [9]: we factorize the original matrix into a product A = QMQ(T), with Q orthogonal and M symmetric and in block form, with one of the blocks containing the dominant information of A, such as its largest eigenvalues.






