Dynamic mode decomposition (DMD)is a tool for analyzing the dynamics of nonlinear systems.
This is an experimental DMD codebase for research purposes.
Alternatively, check out PyDMD, a professionally maintained open source DMD codebase for Python.
Installation:
pip install dmdlabUsage:
from dmdlab import DMD, plot_eigs
import numpy as np
from scipy.linalg import logm
# Generate toy data
ts = np.linspace(0,6,50)
theta = 1/10
A_dst = np.array([[np.cos(theta), -np.sin(theta)],
[np.sin(theta), np.cos(theta)]])
A_cts = logm(A_dst)/(ts[1]-ts[0])
x0 = np.array([1,0])
X = np.vstack([expm(A_cts*ti)@x0 for ti in ts]).T
# Fit model
model = DMD.from_full(X, ts)
# Print the eigenvalue phases
print(np.angle(model.eigs))
>>> [0.1, -0.1]For a technical reference, check out the DMD book.
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Release files for dmdlab 0.1.1
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