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SVD/Broyden features #91

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@babreufig babreufig commented Jan 13, 2025

Description

Added helper class for performing the least squares optimization by ourselves with the matrices from a SVD to keep track of condition/rank of matrices and to allow to set a fixed number of used singular values. It's numerically different than the previous method -- some tests rely on the number of steps which can be wrong if take_best was not used.

Also added a flag in the step/solve function to use Broyden's method to approximate the Jacobian.

Checklist

Mandatory:

  • I have added tests to cover my changes
  • [!] All the tests are passing, including my new ones
  • I described my changes in this PR description

Optional:

  • The code I wrote follows good style practices (see PEP 8 and PEP 20).
  • I have updated the docs in relation to my changes, if applicable
  • I have tested also GPU contexts

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