MrDMD¶
Derived module from dmdbase.py for multiresolution dmd.
Reference:  Kutz, J. Nathan, Xing Fu, and Steven L. Brunton. Multiresolution Dynamic Mode Decomposition. SIAM Journal on Applied Dynamical Systems 15.2 (2016): 713735.
Get the reduced Koopman operator A, called A tilde. 

Get the timesteps of the reconstructed states. 

Get the time evolution of each mode. 

Get the eigenvalues of A tilde. 

Compute the Dynamic Modes Decomposition to the input data. 

Get the matrix containing the DMD modes, stored by column. 

Get the timesteps of the original snapshot. 

Return the time evolution of the specific level and of the specific node; if node is not specified, the method returns the time evolution of the given level (all the nodes). 

Return the eigenvalues of the specific level and of the specific node; if node is not specified, the method returns the eigenvalues of the given level (all the nodes). 

Return the modes at the specific level and at the specific node; if node is not specified, the method returns all the modes of the given level (all the nodes). 

Return the reconstructed data computed using the modes and the time evolution at the specific level and at the specific node; if node is not specified, the method returns the reconstructed data of the given level (all the nodes). 

Plot the eigenvalues. 

Plot the DMD Modes. 

Plot the snapshots. 

Get the reconstructed data. 

Get the original input data. 


Builds a function which takes in input a level and a leaf count (i.e. 

class
MrDMD
(dmd, max_level=2, max_cycles=1)[source] Bases:
pydmd.dmdbase.DMDBase
Multiresolution Dynamic Mode Decomposition
 Parameters
dmd (DMDBase or list or tuple or function) – DMD instance(s) used to analyze the snapshots provided. See also the documentation for
_dmd_builder()
.max_cycles (int) – the maximum number of mode oscillations in any given time scale. Default is 1.
max_level (int) – the maximum level (inclusive). For instance, max_level=4 means that we are going to have levels 0, 1, 2, 3 and 4. Default is 2.

_build_tree
()[source] Build the internal binary tree that contain the DMD subclasses.

_dmd_builder
()[source] Builds a function which takes in input a level and a leaf count (i.e. coordinates inside the binary tree) and produces an appropriate DMD instance according to the criteria specified in self.dmd.
Criteria supported:
A function which takes two parameters level and leaf;
List/tuple of DMD instances (length must be equal to max_level+1);
A DMD instance (which is used for all the levels and leaves).
Example 0 (one DMD):
>>> # this SpDMD is used for all the levels, for all the leaves >>> MrDMD(dmd=SpDMD(), max_level=5).fit(X)
Example 1 (simple function which adapts the parameter d of HankelDMD to the current level of the tree):
>>> def build_dmds(level, leaf): ... d = 30  2*level ... return HankelDMD(d=d) >>> MrDMD(dmd=build_dmds, max_level=5).fit(X)
Example 2 (we use a different kind of DMD if we are near the middle part of the time window):
>>> # you can name the function however you prefer >>> def my_dmds(level, leaf): ... level_size = pow(2,level) ... distance_from_middle = abs(leaf  level_size // 2) ... # we choose 2 as a random threshold ... if distance_from_middle < 2: ... return HankelDMD(d=5) ... else: ... return DMD(svd_rank=3) >>> MrDMD(dmd=my_dmds, max_level=5).fit(X)
Example 3 (tuple of DMDs):
>>> dmds_list = [DMD(svd_rank=10) for i in range(6) if i < 3 else DMD(svd_rank=2)] >>> MrDMD(dmd=dmds_list, max_level=5).fit(X)
 Returns
A function which can be used to spawn DMD instances according to the level and leaf.
 Return type
func

property
dynamics
Get the time evolution of each mode.
 Returns
the matrix that contains all the time evolution, stored by row.
 Return type

property
eigs
Get the eigenvalues of A tilde.
 Returns
the eigenvalues from the eigendecomposition of atilde.
 Return type

enumerate
()[source] Example:
>>> mrdmd = MrDMD(DMD()) >>> mrdmd.fit(X) >>> for level, leaf, dmd in mrdmd: >>> print(level, leaf, dmd.eigs)

fit
(X)[source] Compute the Dynamic Modes Decomposition to the input data.
 Parameters
X (numpy.ndarray or iterable) – the input snapshots.

property
modes
Get the matrix containing the DMD modes, stored by column.
 Returns
the matrix containing the DMD modes.
 Return type

property
modes_activation_bitmask
Get the bitmask which controls which DMD modes are enabled at the moment in this DMD instance.
The DMD instance must be fitted before this property becomes valid. After
fit()
is called, the defalt value of modes_activation_bitmask is an array of True values of the same shape ofamplitudes()
.The array returned is readonly (this allow us to react appropriately to changes in the bitmask). In order to modify the bitmask you need to set the field to a brandnew value (see example below).
Example:
>>> # this is an error >>> dmd.modes_activation_bitmask[[1,2]] = False ValueError: assignment destination is readonly >>> tmp = np.array(dmd.modes_activation_bitmask) >>> tmp[[1,2]] = False >>> dmd.modes_activation_bitmask = tmp
 Returns
The DMD modes activation bitmask.
 Return type

partial_dynamics
(level, node=None)[source] Return the time evolution of the specific level and of the specific node; if node is not specified, the method returns the time evolution of the given level (all the nodes). The dynamics are always reported to the original time window.
 Parameters
 Returns
the selected dynamics stored by row
 Return type

partial_eigs
(level, node=None)[source] Return the eigenvalues of the specific level and of the specific node; if node is not specified, the method returns the eigenvalues of the given level (all the nodes).
 Parameters
 Returns
the selected eigs
 Return type

partial_modes
(level, node=None)[source] Return the modes at the specific level and at the specific node; if node is not specified, the method returns all the modes of the given level (all the nodes).
 Parameters
 Returns
the selected modes stored by columns
 Return type

partial_reconstructed_data
(level, node=None)[source] Return the reconstructed data computed using the modes and the time evolution at the specific level and at the specific node; if node is not specified, the method returns the reconstructed data of the given level (all the nodes).
 Parameters
 Returns
the selected reconstruction from dmd operators
 Return type

partial_time_interval
(level, leaf)[source] Evaluate the start and end time and the period of a given bin.

plot_eigs
(show_axes=True, show_unit_circle=True, figsize=(8, 8), title='', level=None, node=None)[source] Plot the eigenvalues.
 Parameters
show_axes (bool) – if True, the axes will be showed in the plot. Default is True.
show_unit_circle (bool) – if True, the circle with unitary radius and center in the origin will be showed. Default is True.
title (str) – title of the plot.
level (int) – plot only the eigenvalues of specific level.
node (int) – plot only the eigenvalues of specific node.

property
reconstructed_data
Get the reconstructed data.
 Returns
the matrix that contains the reconstructed snapshots.
 Return type

time_window_amplitudes
(t0, tend)[source] Get the amplitudes relative to the modes of the bins embedded (partially or totally) in a given time window.
 Parameters
 Returns
the amplitude of the modes for that time window.
 Return type

time_window_bins
(t0, tend)[source] Find which bins are embedded (partially or totally) in a given time window.
 Parameters
 Returns
indexes of the bins seen by the time window.
 Return type

time_window_eigs
(t0, tend)[source] Get the eigenvalues relative to the modes of the bins embedded (partially or totally) in a given time window.
 Parameters
 Returns
the eigenvalues for that time window.
 Return type

time_window_frequency
(t0, tend)[source] Get the frequencies relative to the modes of the bins embedded (partially or totally) in a given time window.
 Parameters
 Returns
the frequencies for that time window.
 Return type

time_window_growth_rate
(t0, tend)[source] Get the growth rate values relative to the modes of the bins embedded (partially or totally) in a given time window.
 Parameters
 Returns
the Floquet values for that time window.
 Return type