On Least Squares Problems with Certain Vandermonde--Khatri--Rao Structure with Applications to DMD
DOI10.1137/19M1288474zbMath1452.65086arXiv1811.12562OpenAlexW3094624870MaRDI QIDQ5132014
Igor Mezić, Zlatko Drmač, Ryan Mohr
Publication date: 9 November 2020
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1811.12562
proper orthogonal decompositionKrylov subspace methodRayleigh-Ritz approximationVandermonde matrixcoherent structurescattering coefficientsdynamic mode decomposition (DMD)antenna array processingstructured least squares
Factorization of matrices (15A23) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical linear algebra (65F99) Numerical problems in dynamical systems (65P99)
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