|
1 | | -!> \brief \b SGEDMD |
| 1 | +!> \brief \b SGEDMD computes the Dynamic Mode Decomposition (DMD) for a pair of data snapshot matrices. |
2 | 2 | ! |
3 | 3 | ! =========== DOCUMENTATION =========== |
4 | 4 | ! |
|
33 | 33 | ! |
34 | 34 | !............................................................ |
35 | 35 | !> \par Purpose: |
36 | | -!> ============= |
| 36 | +! ============= |
37 | 37 | !> \verbatim |
38 | | -! SGEDMD computes the Dynamic Mode Decomposition (DMD) for |
39 | | -! a pair of data snapshot matrices. For the input matrices |
40 | | -! X and Y such that Y = A*X with an unaccessible matrix |
41 | | -! A, SGEDMD computes a certain number of Ritz pairs of A using |
42 | | -! the standard Rayleigh-Ritz extraction from a subspace of |
43 | | -! range(X) that is determined using the leading left singular |
44 | | -! vectors of X. Optionally, SGEDMD returns the residuals |
45 | | -! of the computed Ritz pairs, the information needed for |
46 | | -! a refinement of the Ritz vectors, or the eigenvectors of |
47 | | -! the Exact DMD. |
48 | | -! For further details see the references listed |
49 | | -! below. For more details of the implementation see [3]. |
| 38 | +!> SGEDMD computes the Dynamic Mode Decomposition (DMD) for |
| 39 | +!> a pair of data snapshot matrices. For the input matrices |
| 40 | +!> X and Y such that Y = A*X with an unaccessible matrix |
| 41 | +!> A, SGEDMD computes a certain number of Ritz pairs of A using |
| 42 | +!> the standard Rayleigh-Ritz extraction from a subspace of |
| 43 | +!> range(X) that is determined using the leading left singular |
| 44 | +!> vectors of X. Optionally, SGEDMD returns the residuals |
| 45 | +!> of the computed Ritz pairs, the information needed for |
| 46 | +!> a refinement of the Ritz vectors, or the eigenvectors of |
| 47 | +!> the Exact DMD. |
| 48 | +!> For further details see the references listed |
| 49 | +!> below. For more details of the implementation see [3]. |
50 | 50 | !> \endverbatim |
51 | 51 | !............................................................ |
52 | 52 | !> \par References: |
53 | | -!> ================ |
| 53 | +! ================ |
54 | 54 | !> \verbatim |
55 | | -! [1] P. Schmid: Dynamic mode decomposition of numerical |
56 | | -! and experimental data, |
57 | | -! Journal of Fluid Mechanics 656, 5-28, 2010. |
58 | | -! [2] Z. Drmac, I. Mezic, R. Mohr: Data driven modal |
59 | | -! decompositions: analysis and enhancements, |
60 | | -! SIAM J. on Sci. Comp. 40 (4), A2253-A2285, 2018. |
61 | | -! [3] Z. Drmac: A LAPACK implementation of the Dynamic |
62 | | -! Mode Decomposition I. Technical report. AIMDyn Inc. |
63 | | -! and LAPACK Working Note 298. |
64 | | -! [4] J. Tu, C. W. Rowley, D. M. Luchtenburg, S. L. |
65 | | -! Brunton, N. Kutz: On Dynamic Mode Decomposition: |
66 | | -! Theory and Applications, Journal of Computational |
67 | | -! Dynamics 1(2), 391 -421, 2014. |
| 55 | +!> [1] P. Schmid: Dynamic mode decomposition of numerical |
| 56 | +!> and experimental data, |
| 57 | +!> Journal of Fluid Mechanics 656, 5-28, 2010. |
| 58 | +!> [2] Z. Drmac, I. Mezic, R. Mohr: Data driven modal |
| 59 | +!> decompositions: analysis and enhancements, |
| 60 | +!> SIAM J. on Sci. Comp. 40 (4), A2253-A2285, 2018. |
| 61 | +!> [3] Z. Drmac: A LAPACK implementation of the Dynamic |
| 62 | +!> Mode Decomposition I. Technical report. AIMDyn Inc. |
| 63 | +!> and LAPACK Working Note 298. |
| 64 | +!> [4] J. Tu, C. W. Rowley, D. M. Luchtenburg, S. L. |
| 65 | +!> Brunton, N. Kutz: On Dynamic Mode Decomposition: |
| 66 | +!> Theory and Applications, Journal of Computational |
| 67 | +!> Dynamics 1(2), 391 -421, 2014. |
68 | 68 | !> \endverbatim |
69 | 69 | !...................................................................... |
70 | 70 | !> \par Developed and supported by: |
71 | | -!> ================================ |
| 71 | +! ================================ |
72 | 72 | !> \verbatim |
73 | | -! Developed and coded by Zlatko Drmac, Faculty of Science, |
74 | | -! University of Zagreb; drmac@math.hr |
75 | | -! In cooperation with |
76 | | -! AIMdyn Inc., Santa Barbara, CA. |
77 | | -! and supported by |
78 | | -! - DARPA SBIR project "Koopman Operator-Based Forecasting |
79 | | -! for Nonstationary Processes from Near-Term, Limited |
80 | | -! Observational Data" Contract No: W31P4Q-21-C-0007 |
81 | | -! - DARPA PAI project "Physics-Informed Machine Learning |
82 | | -! Methodologies" Contract No: HR0011-18-9-0033 |
83 | | -! - DARPA MoDyL project "A Data-Driven, Operator-Theoretic |
84 | | -! Framework for Space-Time Analysis of Process Dynamics" |
85 | | -! Contract No: HR0011-16-C-0116 |
86 | | -! Any opinions, findings and conclusions or recommendations |
87 | | -! expressed in this material are those of the author and |
88 | | -! do not necessarily reflect the views of the DARPA SBIR |
89 | | -! Program Office |
| 73 | +!> Developed and coded by Zlatko Drmac, Faculty of Science, |
| 74 | +!> University of Zagreb; drmac@math.hr |
| 75 | +!> In cooperation with |
| 76 | +!> AIMdyn Inc., Santa Barbara, CA. |
| 77 | +!> and supported by |
| 78 | +!> - DARPA SBIR project "Koopman Operator-Based Forecasting |
| 79 | +!> for Nonstationary Processes from Near-Term, Limited |
| 80 | +!> Observational Data" Contract No: W31P4Q-21-C-0007 |
| 81 | +!> - DARPA PAI project "Physics-Informed Machine Learning |
| 82 | +!> Methodologies" Contract No: HR0011-18-9-0033 |
| 83 | +!> - DARPA MoDyL project "A Data-Driven, Operator-Theoretic |
| 84 | +!> Framework for Space-Time Analysis of Process Dynamics" |
| 85 | +!> Contract No: HR0011-16-C-0116 |
| 86 | +!> Any opinions, findings and conclusions or recommendations |
| 87 | +!> expressed in this material are those of the author and |
| 88 | +!> do not necessarily reflect the views of the DARPA SBIR |
| 89 | +!> Program Office |
90 | 90 | !> \endverbatim |
91 | 91 | !...................................................................... |
92 | 92 | !> \par Distribution Statement A: |
93 | | -!> ============================== |
| 93 | +! ============================== |
94 | 94 | !> \verbatim |
95 | 95 | !> Distribution Statement A: |
96 | 96 | !> Approved for Public Release, Distribution Unlimited. |
|
523 | 523 | ! |
524 | 524 | !> \author Zlatko Drmac |
525 | 525 | ! |
526 | | -!> \ingroup dmd |
| 526 | +!> \ingroup gedmd |
527 | 527 | ! |
528 | 528 | !............................................................. |
529 | 529 | !............................................................. |
|
0 commit comments