On-the-fly algorithm for Dynamic Mode Decomposition using Incremental Singular Value Decomposition and Total Least Squares

Understand

Dynamic Mode Decomposition (DMD) is a useful tool to effectively extract the dominant dynamic flow structure from a unsteady flow field.

• However, DMD requires massive computational resources with respect to memory consumption and the usage of storage.
• In this paper, an alternative incremental algorithm of Total DMD (Incremental TDMD) is proposed which is based on Incremental Singular Value Decomposition (SVD).
• The advantage of Incremental TDMD compared to the existing on-the-fly algorithms of DMD is that Sparsity-Promoting DMD (SPDMD) can be performed after the incremental process without saving huge datasets on the disk space.