Supplementary Material : Fast methods for estimating the Numerical rank of large matrices
نویسندگان
چکیده
In this supplementary material, we give additional details on the two polynomial filters discussed in the main paper. First, we give an example to illustrate how the choice of the degree in the extend McWeeny filter method affects the inflexion point and the rank estimated. Next, we discuss some details on the practical implementation of the Chebyshev polynomial filter method. In section 4, we propose an alternate method for the threshold ε selection using multiple filters. Finally, we present some additional numerical experiments and an application from signal processing where our rank estimation methods can be useful.
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