On the convergence of Hermitian Dynamic Mode Decomposition

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Nicolas Boullé, Matthew J. Colbrook

Published: 01 Feb 2025, Last Modified: 26 Nov 2025Physica D: Nonlinear PhenomenaEveryoneRevisionsCC BY-SA 4.0
Abstract: Highlights•First proof of convergence of spectral properties computed by Hermitian DMD.•Also applicable to skew-Hermitian operators (e.g., generators of continuous-time measure-preserving systems.).•Result extends to finite section approximations of general self-adjoint operators (including unbounded).•Numerical examples and code.