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mathLab / PyDMD / 205 / 2
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Ran 06 May 2019 09:49AM UTC
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06 May 2019 09:45AM UTC coverage: 98.1% (-0.9%) from 98.959%
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Low-rank DMD: Optimal solution in poylnomial time (#87)

* Implementation of the optimal closed-form DMD solution

- Added a predict function following the sklearn API.

* Added Tutorial 8 (Rough sketch)

- Added a tutorial comparing the performances of the various DMD implementations.

* Added `predict` to DMD.

- Added a `predict` function to the DMD estimator.

* Clean-ish implementation of the algorithm by Héas & Herzet

* Store the singular value of the low-dimensional DMD operator into self._svds.

* Change default DMD-operator factorization to EVD instead of SVD.

* Added Module DocString.

* Change pinv for a more efficient implementation

- Added an implementation of pseudo inverse computation dedicated to diagonal matrix. More efficient for this particular task than calling the general-purpose scipy.linalg.pinv.

- Implemented `_buiild_lowrank_op` and `_eig_from_lowrank_op` for consistency with the other DMD objects available in PyDMD.

- Sketched `_compute_amplitude` and `dynamics` for future implementation.

- Added basic tests for the current implementation of OptDMD. Note that it still misses a few functionalities that cannot hence be tested yet.

* Added optdmd to the __all__

* Remove super().__init__() for python 2/3 compatibility.

* Modified the test for atilde

- DMD and OptDMD construct slightly different low-dimensional DMD operators. The eigenvalues should be the same however.

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