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The online stuff looks great, but please don't reorganize the other files (e.g., streaming, tdmd), at least as a part of this same pull request. Just add online and window for now, and then we can discuss rearranging later if we want. |
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I have switched back to the original folder structure, and updated the readme file. Online and window implementation are added. |
matlab/OnlineDMD.m
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| % Usage: odmd.update(x, y) | ||
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| % Compute gamma | ||
| gamma = 1/(1+x'*(obj.P*x)); |
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You are computing P*x four times here; better to compute it once and save it: Px = obj.P * x and then use this in the definition of gamma, and in the updates for obj.A and obj.P. Of course, P is symmetric, so x'*obj.P is the same as Px'
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I have updated the matlab implementation. Now both matlab and python implementation are more efficient, matrix vector multiplication is computed beforehand.
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include online DMD, window DMD, reorganize files, update README to clarify files organization structure