On Alternative Algorithms for Computing Dynamic Mode Decomposition

Abstract

Dynamic mode decomposition (DMD) is a data-driven, modal decomposition technique that describes spatiotemporal features of high-dimensional dynamic data. The method is equation-free in the sense that it does not require knowledge of the underlying governing equations. The main purpose of this article is to introduce new alternatives to the currently accepted algorithm for calculating the dynamic mode decomposition. We present two new algorithms which are more economical from a computational point of view, which is an advantage when working with large data. With a few illustrative examples, we demonstrate the applicability of the introduced algorithms.

Keywords

• dynamic mode decomposition
• Koopman operator
• singular value decomposition
• equation-free
• Frobenius companion matrix