let\'s say I have a huge set of non-overlapping rectangle with integer coordinates, who are fixed once and for all
I have another rectangle A with integer coordinate
Create a matrix containing "quadrant" elements, where each quadrant represents an N*M space within your system, with N and M being the width and height of the widest and tallest rectangles, respectively. Each rectangle will be placed in a quadrant element based on its upper left corner (thus, every rectangle will be in exactly one quadrant). Given a rectangle A, check for collisions between rectangles in the A's own quadrant and the 8 adjacent quadrants.
This is an algorithm I recall seeing recommended as a simple optimization to brute force hit-tests in collision detection for game design. It works best when you're mostly dealing with small objects, though if you have a couple large objects you can avoid wrecking its efficiency by performing collision detection on them separately and not placing them in a quadrant, thus reducing quadrant size.