Enhanced streaming DMD algorithm using residual bounds and Exact DMD vectors for improved numerical robustness, smaller memory use, and better forecasting.
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Algorithms using Schur decomposition plus Cholesky factorization are proposed and shown to outperform square-root variants for computing Af(A^{-1}B) on Hermitian-definite pencils.
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New Robust Streaming DMD with Forecasting
Enhanced streaming DMD algorithm using residual bounds and Exact DMD vectors for improved numerical robustness, smaller memory use, and better forecasting.
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Computing matrix functions associated with a Hermitian--definite pencil
Algorithms using Schur decomposition plus Cholesky factorization are proposed and shown to outperform square-root variants for computing Af(A^{-1}B) on Hermitian-definite pencils.