Efficient streaming dynamic mode decomposition

TL;DR

This paper introduces an improved streaming dynamic mode decomposition method that maintains a single orthonormal basis, significantly reducing computational and memory costs without sacrificing accuracy, demonstrated through numerical experiments.

Contribution

It presents a reformulation of streaming DMD that simplifies computation by using a single orthonormal basis, enhancing efficiency over existing methods.

Findings

Reduces computational complexity by a constant factor.

Lowers memory storage requirements.

Maintains accuracy in numerical experiments.

Abstract

We propose a reformulation of the streaming dynamic mode decomposition method that requires maintaining a single orthonormal basis, thereby reducing computational redundancy. The proposed efficient streaming dynamic mode decomposition method results in a constant-factor reduction in computational complexity and memory storage requirements. Numerical experiments on representative canonical dynamical systems show that the enhanced computational efficiency does not compromise the accuracy of the proposed method.