Using the Nonuniform Dynamic Mode Decomposition to Reduce the Storage Required for PDE Simulations

Algorithm 2

NU-DMD for uniform in time data (using on ).

Require: Observables contained in matrix of size

1:                                                                                               ⊳QR decomposition

2:                                                                           ⊳Initialize function of norm of

3: guess matrix of size                                                             ⊳Intial guess of

4: minimize using                                                                     ⊳Use minimization method to find

5:                                                                                                 ⊳Calculate the spatial modes