Most of the citrine and ametrine rough on the market is produced by heating amethyst. If you want to make citrine out of your amethyst, this is not something you do by directly heating with an acetylene torch. The application of too much heat and rapid thermal changes will cause the crystals to pop and you will have a lot of small pieces if you do that. Quartz is not nearly as thermally tough as diamond or sapphire that you may be accustomed to working with as a jeweler.
If you want to turn the amethyst to citrine, you will need an oven or kiln than can heat to about 450-475 degrees C. The stones should be placed in sand to increase the mass you are heating and cooling help minimize the thermal shock. The oven needs to be controllable so you can bring the stones to heat gradually and then cool them gradually.
The people who do commercial production of citrine and do heat treatments of other gemstones tend to be rather closed mouthed about the details of their processes. I haven't played with making citrine much but I can tell you there is likely to be some variability of the process and experimentation required to get the desired results.
One reason I haven't played with heating amethyst to citrine is that I greatly prefer the color of amethyst to citrine and I don't buy amethyst rough that needs "improvement".
If you decide to experiment with heating yours, please let us know what you tried and your results and keep on rock'n!