Dynamic Mode Decomposition Code

This lecture provides an overview of the algorithm (exact DMD) for computing DMD modes and eigenvalues. Several examples are demonstrated where the DMD provides interpretable and low-rank decompositions of the data.

[muhammadahsanzamee]

literally, i can listen to professor Kutz for hours and not get bored. He is a genius.

[erenkeskus]

I can't wait to try this on multivariate time series data. (namely security prices) . I appreciated this class, it was very explanatory. I've read an article by you about an DMD application and for me now everything is put in place. Thank you for the upload.

[casusbelli]

Brilliant lecture. Thank you Professor!

[blchen]

At 28:09, if we use svds(X1, r) to get the truncated singular vectors, they differ by a constant complex phase compared with those obtained by svd(X1, 'econ'). But somehow that affects the eigen-modes Phi. Should I stick with svd when doing DMD or am I missing something? Thanks!

[aigner]

@NathanKutz what’s the optimal length of the time window to use? How do you determine this? One will cutoff any long wavelength modes that are greater than the length of the time window (or T/2)

[nurulashikin]

Hi, Prof. May I know how to plot the true mode to compare with the DMD modes and PCA signal, in addition, I would like to know how to plot the time dynamics to be compared with singular vector V. Thank you 🙏

[shutaoshen]

easy to understand, as a supplement of the paper of "A KERNEL-BASED METHOD FOR DATA-DRIVEN KOOPMAN SPECTRAL ANALYSIS"

[shabyshaby]

Is it correct to call Atilde a similarity transform? It's clear that eigenvalues of A and Atilde are the same, but is Ur'*A*Ur a similarity transform when Ur is not square?

[goharshoukat]

At 30:28, you divide by Sr. Shouldnt you multiply it with inv(Sr)? Or am I missing something?

[theohlong]

this is something really cool, omg !!!

[JeffMTX]

Try setting f1 and f2 equal to their real parts only, before doing the POD or otherwise. It doesn't work very well. It would be really awesome to see an example that used real-valued example data!

[pradnyajagtap]

how x is given as summation of bj*phij*e^wjt ?