Consider switch the order of step 3 and step 4? #6
Description
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.
dmdtools/matlab/StreamingDMD.m
Line 129 in 2a3a9a6
Run sdmd_run.m, see the original(first figure) vs the switched(second figure). The switched version did improve the result.
