New LAPACK version 3.12 has been released with AIMdyn’s high-performance implementation of Dynamic Mode Decomposition (DMD) with QR-factorization that provides considerable speedup in the case of high-dimensional data. The LAPACK library is a state-of-the-art library/software package for matrix computations. It is used as a computing engine in software tools such as MATLAB, Python, Octave, R. It is the basis for high performance packages for parallel computing such as ScaLAPACK, MAGMA, SLATE.
This research has been supported by the DARPA Small Business Innovation Research Program (SBIR) Program Office under project “Koopman Operator-Based Forecasting for Nonstationary Processes from Near-Term, Limited Observational Data”, DARPA PAI project “Physics-Informed Machine Learning Methodologies” and DARPA MoDyL project “A Data-Driven, Operator-Theoretic Framework for Space-Time Analysis of Process Dynamics”.
https://github.com/Reference-LAPACK/lapack/releases/tag/v3.12.0
https://www.netlib.org/lapack/lapack-3.12.0.html