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docs: describe AA's pivoted QR + IR solve path
Replace the vague "QR or SVD, still open" paragraph with a concrete description of the current implementation: rank-revealing pivoted QR (geqp3) with Tikhonov regularization folded in as extra rows, rank truncation, and iterative refinement on the gamma solve. Note that SVD is an unbenched alternative.
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docs/src/algorithm/acceleration.rst

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@@ -146,9 +146,15 @@ numerical stability by 'decorrelating' the data. On the other hand, older
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iterates might be stale. More work is needed to determine the optimal setting
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for this parameter, but 10 appears to work well in practice and is the default.
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The details about how the linear systems are solved and updated is abstracted
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away into the AA package (eg, QR decomposition, SVD decomposition etc). Exactly
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how best to solve and update the equations is still open.
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The details about how the linear systems are solved and updated are abstracted
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away into the AA package. The current implementation uses a rank-revealing
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pivoted QR factorization (LAPACK :code:`geqp3`) of the augmented matrix (with
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Tikhonov regularization folded in as extra rows), followed by rank truncation
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and a few steps of iterative refinement on the :math:`\gamma` solve. This
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keeps the update stable as the :math:`S` and :math:`Y` columns become nearly
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linearly dependent near convergence. An SVD-based solve would be similarly
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rank-revealing but is substantially more expensive per iteration and has not
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been benchmarked here.
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Regularization
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