Preconditioned dynamic mode decomposition and mode selection algorithms for large datasets using incremental proper orthogonal decomposition

Abstract

In this letter, we propose a simple and efficient framework of dynamic mode decomposition (DMD) and mode selection for large datasets. The proposed framework explicitly introduces a preconditioning step using an incremental proper orthogonal decomposition (POD) to DMD and mode selection algorithms. By performing the preconditioning step, the DMD and mode selection can be performed with low memory consumption and therefore can be applied to large datasets. Additionally, we propose a simple mode selection algorithm based on a greedy method. The proposed framework is applied to the analysis of three-dimensional flow around a circular cylinder.