Spectral deferred correction lifts the merge-BUG low-rank integrator to arbitrary high temporal order, with proven accuracy and a rank-control comparison of hard versus soft thresholding.
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High-Order Implicit Low-Rank Method with Spectral Deferred Correction for Matrix Differential Equations
Spectral deferred correction lifts the merge-BUG low-rank integrator to arbitrary high temporal order, with proven accuracy and a rank-control comparison of hard versus soft thresholding.