The Dynamic Mode Decomposition (DMD) is a tool of trade in computational data driven analysis of fluid flows. More generally, it is a computational device for Koopman spectral analysis of nonlinear dynamical systems, with a plethora of applications in applied sciences and engineering. Its exceptional performance triggered developments of several modifications that make the DMD an attractive method in data driven framework. This work offers further improvements of the DMD to make it more reliable, and to enhance its functionality. In particular, data driven formula for the residuals allows selection of the Ritz pairs, thus providing more precise spectral information of the underlying Koopman operator, and the well-known technique of refining the Ritz vectors is adapted to data driven scenarios. Further, the DMD is formulated in a more general setting of weighted inner product spaces, and the consequences for numerical computation are discussed in detail. Numerical experiments are used to illustrate the advantages of the proposed method, designated as DDMD RRR (Refined Rayleigh Ritz Data Driven Modal Decomposition).
AMS subject classifications: 15A12, 15A23, 65F35, 65L05, 65M20, 65M22, 93A15, 93A30, 93B18, 93B40, 93B60, 93C05, 93C10, 93C15, 93C20, 93C57 Drmač, Mezić, Mohr / Enhanced DMD / AIMdyn Technical Reports 201708.004v1 2 aimdyn:201708.004v1 AIMDYN INC. Drmač, Mezić, Mohr / Enhanced DMD / AIMdyn Technical Reports 201708.004v1 3to assess the quality of each particular Ritz pair. Further, we show how to apply the well known Ritz vector refinement technique to the DMD data driven setting, and we discuss the importance of data scaling. All these modifications are integrated in §3.5 where we propose a new version of the DMD, designated as DDMD RRR (Refined Rauleigh-Ritz Data Driven Modal Decomposition). In §4 we provide numerical examples that show the benefits of our modifications, and we discuss the fine details of software implementation. In §5 we use the Exact DMD [12] to show that our modifications apply to other versions of DMD. In §6, we provide a compressed form of the new DDMD RRR, designed to improve the computational efficiency in case of extremely large dimensions. A matrixroot-free modification of the Forward-Backward DMD [13] is presented in §7. The column scaling used in the new DDMD implementation in §3.5 is just a particular case of a more general weighting scheme that we address in §8. Using the concept of the generalized SVD introduced by Van Loan [14], we define weighted DDMD with the Hilbert space structures in the spaces of the snapshots and the observables (spatial and temporal) given by two positive definite matrices. aimdyn:201708.004v1 AIMDYN INC. aimdyn:201708.004v1 AIMDYN INC. aimdyn:201708.004v1 AIMDYN INC.