cwrowley/dmdtools

Consider switch the order of step 3 and step 4?

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Hello, I find your paper "Dynamic mode decomposition for large and streaming datasets" very helpful. Excellent work! Yet I have a small question about the paper and the code.

There are four steps in the streaming DMD. Is it better if we switch the order of step 3 and 4? Because if we do compression in step 3 first, in step 4 we will lose some information gained from the expansion in step 2. If we switch 3 and 4, we make full use of step 2 regardless of the compression.

% ---- ALGORITHM STEP 3 ----

Run sdmd_run.m, see the original(first figure) vs the switched(second figure). The switched version did improve the result.
Original
Switched