modulo-vki 2.0.6__py3-none-any.whl → 2.0.7__py3-none-any.whl

modulo_vki/modulo.py

@@ -1,828 +1,828 @@
-# Functional ones:
-import os
-import numpy as np
-from scipy import linalg
-from sklearn.metrics.pairwise import pairwise_kernels
-# To have fancy loading bar
-from tqdm import tqdm
-
-# All the functions from the modulo package 
-from modulo_vki.core._dft import dft_fit
-from modulo_vki.core._dmd_s import dmd_s
-from modulo_vki.core._k_matrix import CorrelationMatrix
-from modulo_vki.core._mpod_space import spatial_basis_mPOD
-from modulo_vki.core._mpod_time import temporal_basis_mPOD
-from modulo_vki.core._pod_space import Spatial_basis_POD
-from modulo_vki.core._pod_time import Temporal_basis_POD
-from modulo_vki.core._spod_s import compute_SPOD_s
-from modulo_vki.core._spod_t import compute_SPOD_t
-from modulo_vki.utils._utils import switch_svds
-
-from modulo_vki.utils.read_db import ReadData
-
-class ModuloVKI:
-    """
-    MODULO (MODal mULtiscale pOd) is a software developed at the von Karman Institute to perform Multiscale
-    Modal Analysis of numerical and experimental data using the Multiscale Proper Orthogonal Decomposition (mPOD).
-
-    Theoretical foundation can be found at:
-    https://arxiv.org/abs/1804.09646
-
-    Presentation of the MODULO framework available here:
-    https://arxiv.org/pdf/2004.12123.pdf
-
-    YouTube channel with hands-on tutorials can be found at:
-    https://youtube.com/playlist?list=PLEJZLD0-4PeKW6Ze984q08bNz28GTntkR
-
-    All the codes so far assume that the dataset is equally spaced both in space (i.e. along a Cartesian grid)
-    and in time. The extension to non-uniformly sampled data will be included in future releases.
-
-
-    """
-
-    def __init__(self, data: np.array,
-                 N_PARTITIONS: int = 1,
-                 FOLDER_OUT='./',
-                 SAVE_K: bool = False,
-                 N_T: int = 100,
-                 N_S: int = 200,
-                 n_Modes: int = 10,
-                 dtype: str = 'float32',
-                 eig_solver: str = 'eigh',
-                 svd_solver: str = 'svd_sklearn_truncated',
-                 weights: np.array = np.array([])):
-        """
-        This function initializes the main parameters needed by MODULO.
-
-        Attributes:
-
-        :param data: This is the data matrix to factorize. It is a np.array with
-               shape ((N_S, N_T)). If the data has not yet been prepared in the form of a np.array,
-               the method ReadData in MODULO can be used (see ReadData). If the memory saving is active (N_PARTITIONS >1), the folder with partitions should be prepared.
-               If the memory saving is active, this entry = None. The data matrix is assumed to big to be saved and the
-
-        :param N_PARTITIONS: If memory saving feature is active, this parameter sets the number of partitions
-               that will be used to store the data matrices during the computations.
-
-        :param FOLDER_OUT: Folder in which the output will be stored.The output includes the matrices Phi, Sigma and Psi (optional) and temporary files
-               used for some of the calculations (e.g.: for memory saving).
-
-        :param  SAVE_K:  A flag deciding if the matrix will be stored in the disk (in FOLDER_OUT/correlation_matrix) or not.
-            Default option is 'False'.
-
-        :param N_T: Number of time steps, must be given when N_PARTITIONS >1
-
-        :param N_S: Number of grid points, must be given when N_PARTITIONS >1
-
-        :param n_Modes: Number of Modes to be computed
-
-        :param dtype: Cast "data" with type dtype
-
-        :param eig_solver: Numerical solver to compute the eigen values
-
-        :param svd_solver: Numerical solver to compute the Single Value Decomposition
-
-        :param weights: weight vector [w_i,....,w_{N_s}] where w_i = area_cell_i/area_grid
-               Only needed if grid is non-uniform.
-
-
-        """
-
-        print("MODULO (MODal mULtiscale pOd) is a software developed at the von Karman Institute to perform "
-              "data driven modal decomposition of numerical and experimental data. \n")
-
-        if not isinstance(data, np.ndarray) and N_PARTITIONS == 1:
-            raise TypeError(
-                "Please check that your database is in an numpy array format. If D=None, then you must have memory saving (N_PARTITIONS>1)")
-
-        # Load the data matrix
-        if isinstance(data, np.ndarray):
-            # Number of points in time and space
-            self.N_T = data.shape[1]
-            self.N_S = data.shape[0]
-            # Check the data type
-            self.D = data.astype(dtype)
-        else:
-            self.D = None  # D is never saved when N_partitions >1
-            self.N_S = N_S  # so N_S and N_t must be given as parameters of modulo
-            self.N_T = N_T
-
-        # Load and applied the weights to the D matrix
-        if weights.size != 0:
-            if len(weights) == self.N_S:
-                print("The weights you have input have the size of the columns of D \n"
-                      "MODULO has considered that you have already duplicated the dimensions of the weights "
-                      "to match the dimensions of the D columns \n")
-                self.weights = weights
-            elif 2 * len(weights) == self.N_S:  # 2D computation only
-                self.weights = np.concatenate((weights, weights))
-                print("Modulo assumes you have a 2D domain and has duplicated the weight "
-                      "array to match the size of the D columns \n")
-                print(weights)
-            else:
-                raise AttributeError("Make sure the size of the weight array is twice smaller than the size of D")
-            # Dstar is used to compute the K matrix
-            if isinstance(data, np.ndarray):
-                # Apply the weights only if D exist.
-                # If not (i.e. N_partitions >1), weights are applied in _k_matrix.py when loading partitions of D
-                self.Dstar = np.transpose(np.transpose(self.D) * np.sqrt(self.weights))
-            else:
-                self.Dstar = None
-        else:
-            print("Modulo assumes you have a uniform grid. "
-                  "If not, please give the weights as parameters of MODULO!")
-            self.weights = weights
-            self.Dstar = self.D
-
-        if N_PARTITIONS > 1:
-            self.MEMORY_SAVING = True
-        else:
-            self.MEMORY_SAVING = False
-
-            # Assign the number of modes
-        self.n_Modes = n_Modes
-        # If particular needs, override choice for svd and eigen solve
-        self.svd_solver = svd_solver.lower()
-        self.eig_solver = eig_solver.lower()
-        possible_svds = ['svd_numpy', 'svd_scipy_sparse', 'svd_sklearn_randomized', 'svd_sklearn_truncated']
-        possible_eigs = ['svd_sklearn_randomized', 'eigsh', 'eigh']
-
-        if self.svd_solver not in possible_svds:
-            raise NotImplementedError("The requested SVD solver is not implemented. Please pick one of the following:"
-                                      "which belongs to: \n {}".format(possible_svds))
-
-        if self.eig_solver not in possible_eigs:
-            raise NotImplementedError("The requested EIG solver is not implemented. Please pick one of the following: "
-                                      " \n {}".format(possible_eigs))
-
-        # if N_PARTITIONS >= self.N_T:
-        #     raise AttributeError("The number of requested partitions is greater of the total columns (N_T). Please,"
-        #                          "try again.")
-
-        self.N_PARTITIONS = N_PARTITIONS
-
-        self.FOLDER_OUT = FOLDER_OUT
-
-        self.SAVE_K = SAVE_K
-
-        if self.MEMORY_SAVING:
-            os.makedirs(self.FOLDER_OUT, exist_ok=True)
-
-    def _temporal_basis_POD(self,
-                            SAVE_T_POD: bool = False):
-        """
-        This method computes the temporal structure for the Proper Orthogonal Decomposition (POD) computation.
-        The theoretical background of the POD is briefly recalled here:
-
-        https://youtu.be/8fhupzhAR_M
-
-        The diagonalization of K is computed via Singular Value Decomposition (SVD).
-        A speedup is available if the user is on Linux machine, in which case MODULO
-        exploits the power of JAX and its Numpy implementation.
-
-        For more on JAX:
-
-        https://github.com/google/jax
-        https://jax.readthedocs.io/en/latest/jax.numpy.html
-
-        If the user is on a Win machine, Linux OS can be used using
-        the Windows Subsystem for Linux.
-
-        For more on WSL:
-        https://docs.microsoft.com/en-us/windows/wsl/install-win10
-
-        :param SAVE_T_POD: bool
-                Flag deciding if the results will be stored on the disk.
-                Default value is True, to limit the RAM's usage.
-                Note that this might cause a minor slowdown for the loading,
-                but the tradeoff seems worthy.
-                This attribute is passed to the MODULO class.
-
-
-        POD temporal basis are returned if MEMORY_SAVING is not active. Otherwise all the results are saved on disk.
-
-        :return Psi_P: np.array
-                POD Psis
-
-        :return Sigma_P: np.array
-                POD Sigmas. If needed, Lambdas can be easily computed recalling that: Sigma_P = np.sqrt(Lambda_P)
-        """
-
-        if self.MEMORY_SAVING:
-            K = np.load(self.FOLDER_OUT + "/correlation_matrix/k_matrix.npz")['K']
-            SAVE_T_POD = True
-        else:
-            K = self.K
-
-        Psi_P, Sigma_P = Temporal_basis_POD(K, SAVE_T_POD,
-                                            self.FOLDER_OUT, self.n_Modes, self.eig_solver)
-
-        del K
-        return Psi_P, Sigma_P if not self.MEMORY_SAVING else None
-
-    def _spatial_basis_POD(self, Psi_P, Sigma_P,
-                           SAVE_SPATIAL_POD: bool = True):
-        """
-        This method computes the spatial structure for the Proper Orthogonal Decomposition (POD) computation.
-        The theoretical background of the POD is briefly recalled here:
-
-        https://youtu.be/8fhupzhAR_M
-
-        :param Psi_P: np.array
-                POD temporal basis
-        :param Sigma_P: np.array
-                POD Sigmas
-        :param SAVE_SPATIAL_POD: bool
-                Flag deciding if the results will be stored on the disk.
-                Default value is True, to limit the RAM's usage.
-                Note that this might cause a minor slowdown for the loading,
-                but the tradeoff seems worthy.
-                This attribute is passed to the MODULO class.
-
-        :return Phi_P: np.array
-            POD Phis
-
-        """
-
-        self.SAVE_SPATIAL_POD = SAVE_SPATIAL_POD
-
-        if self.MEMORY_SAVING:
-            '''Loading temporal basis from disk. They're already in memory otherwise.'''
-            Psi_P = np.load(self.FOLDER_OUT + 'POD/temporal_basis.npz')['Psis']
-            Sigma_P = np.load(self.FOLDER_OUT + 'POD/temporal_basis.npz')['Sigmas']
-
-        Phi_P = Spatial_basis_POD(self.D, N_T=self.N_T, PSI_P=Psi_P, Sigma_P=Sigma_P,
-                                  MEMORY_SAVING=self.MEMORY_SAVING, FOLDER_OUT=self.FOLDER_OUT,
-                                  N_PARTITIONS=self.N_PARTITIONS, SAVE_SPATIAL_POD=SAVE_SPATIAL_POD)
-
-        return Phi_P if not self.MEMORY_SAVING else None
-
-    def _temporal_basis_mPOD(self, K, Nf, Ex, F_V, Keep, boundaries, MODE, dt, K_S=False):
-        """
-        This function computes the temporal structures of each scale in the mPOD, as in step 4 of the algorithm
-        ref: Multi-Scale Proper Orthogonal Decomposition of Complex Fluid Flows - M. A. Mendez et al.
-
-        :param K: np.array
-                Temporal correlation matrix
-        :param Nf: np.array
-                Order of the FIR filters that are used to isolate each of the scales
-        :param Ex: int
-                Extension at the boundaries of K to impose the boundary conditions (see boundaries)
-                It must be at least as Nf.
-        :param F_V: np.array
-                Frequency splitting vector, containing the frequencies of each scale (see article).
-                If the time axis is in seconds, these frequencies are in Hz.
-        :param Keep: np.array
-                Scale keep
-        :param boundaries: str -> {'nearest', 'reflect', 'wrap' or 'extrap'}
-                Define the boundary conditions for the filtering process, in order to avoid edge effects.
-                The available boundary conditions are the classic ones implemented for image processing:
-                nearest', 'reflect', 'wrap' or 'extrap'. See also https://docs.scipy.org/doc/scipy/reference/tutorial/ndimage.html
-        :param MODE: str -> {‘reduced’, ‘complete’, ‘r’, ‘raw’}
-                A QR factorization is used to enforce the orthonormality of the mPOD basis, to compensate
-                for the non-ideal frequency response of the filters.
-                The option MODE from np.linalg.qr carries out this operation.
-
-        :return PSI_M: np.array
-                Multiscale POD temporal basis
-
-        """
-
-        if self.MEMORY_SAVING:
-            K = np.load(self.FOLDER_OUT + "/correlation_matrix/k_matrix.npz")['K']
-
-        PSI_M = temporal_basis_mPOD(K=K, Nf=Nf, Ex=Ex, F_V=F_V, Keep=Keep, boundaries=boundaries,
-                                    MODE=MODE, dt=dt, FOLDER_OUT=self.FOLDER_OUT,
-                                    n_Modes=self.n_Modes, K_S=False,
-                                    MEMORY_SAVING=self.MEMORY_SAVING, SAT=self.SAT, eig_solver=self.eig_solver)
-
-        return PSI_M if not self.MEMORY_SAVING else None
-
-    def _spatial_basis_mPOD(self, D, PSI_M, SAVE):
-        """
-        This function implements the last step of the mPOD algorithm:
-        completing the decomposition. Here we project from psis, to get phis and sigmas
-
-        :param D: np.array
-                data matrix
-        :param PSI_M: np.array
-                temporal basis for the mPOD. Remember that it is not possible to impose both basis matrices
-                phis and psis: given one of the two, the other is univocally determined.
-        :param SAVE: bool
-                if True, MODULO saves the results on disk.
-
-        :return Phi_M: np.array
-                mPOD Phis (Matrix of spatial structures)
-        :return Psi_M: np.array
-                mPOD Psis (Matrix of temporal structures)
-        :return Sigma_M: np.array
-                mPOD Sigmas (vector of amplitudes, i.e. the diagonal of Sigma_M)
-
-        """
-
-        Phi_M, Psi_M, Sigma_M = spatial_basis_mPOD(D, PSI_M, N_T=self.N_T, N_PARTITIONS=self.N_PARTITIONS,
-                                                   N_S=self.N_S, MEMORY_SAVING=self.MEMORY_SAVING,
-                                                   FOLDER_OUT=self.FOLDER_OUT,
-                                                   SAVE=SAVE)
-
-        return Phi_M, Psi_M, Sigma_M
-
-    def compute_mPOD(self, Nf, Ex, F_V, Keep, SAT, boundaries, MODE, dt, SAVE=False):
-        """
-        This function computes the temporal structures of each scale in the mPOD, as in step 4 of the algorithm
-        ref: Multi-Scale Proper Orthogonal Decomposition of Complex Fluid Flows - M. A. Mendez et al.
-
-        :param K: np.array
-                Temporal correlation matrix
-
-        :param Nf: np.array
-                Order of the FIR filters that are used to isolate each of the scales
-
-        :param Ex: int
-                Extension at the boundaries of K to impose the boundary conditions (see boundaries)
-                It must be at least as Nf.
-
-        :param F_V: np.array
-                Frequency splitting vector, containing the frequencies of each scale (see article).
-                If the time axis is in seconds, these frequencies are in Hz.
-
-        :param Keep: np.array
-                Scale keep
-
-        :param boundaries: str -> {'nearest', 'reflect', 'wrap' or 'extrap'}
-                Define the boundary conditions for the filtering process, in order to avoid edge effects.
-                The available boundary conditions are the classic ones implemented for image processing:
-                nearest', 'reflect', 'wrap' or 'extrap'. See also https://docs.scipy.org/doc/scipy/reference/tutorial/ndimage.html
-
-        :param MODE: str -> {‘reduced’, ‘complete’, ‘r’, ‘raw’}
-                A QR factorization is used to enforce the orthonormality of the mPOD basis, to compensate
-                for the non-ideal frequency response of the filters.
-                The option MODE from np.linalg.qr carries out this operation.
-
-        :param SAT: Maximum number of modes per scale.
-                    Only used for mPOD (max number of modes per scale)
-
-        :param dt: float
-                temporal step
-
-        :return Phi_M: np.array
-                mPOD Phis (Matrix of spatial structures)
-        :return Psi_M: np.array
-                mPOD Psis (Matrix of temporal structures)
-        :return Sigma_M: np.array
-                mPOD Sigmas (vector of amplitudes, i.e. the diagonal of Sigma_M
-
-        """
-
-        print('Computing correlation matrix D matrix...')
-        self.K = CorrelationMatrix(self.N_T, self.N_PARTITIONS,
-                                   self.MEMORY_SAVING,
-                                   self.FOLDER_OUT, self.SAVE_K, D=self.Dstar)
-
-        if self.MEMORY_SAVING:
-            self.K = np.load(self.FOLDER_OUT + '/correlation_matrix/k_matrix.npz')['K']
-
-        print("Computing Temporal Basis...")
-
-        PSI_M = temporal_basis_mPOD(K=self.K, Nf=Nf, Ex=Ex, F_V=F_V, Keep=Keep, boundaries=boundaries,
-                                    MODE=MODE, dt=dt, FOLDER_OUT=self.FOLDER_OUT,
-                                    n_Modes=self.n_Modes, MEMORY_SAVING=self.MEMORY_SAVING, SAT=SAT,
-                                    eig_solver=self.eig_solver)
-
-        print("Done.")
-
-        if hasattr(self, 'D'):  # if self.D is available:
-            print('Computing Phi from D...')
-            Phi_M, Psi_M, Sigma_M = spatial_basis_mPOD(self.D, PSI_M, N_T=self.N_T, N_PARTITIONS=self.N_PARTITIONS,
-                                                       N_S=self.N_S, MEMORY_SAVING=self.MEMORY_SAVING,
-                                                       FOLDER_OUT=self.FOLDER_OUT,
-                                                       SAVE=SAVE)
-
-        else:  # if not, the memory saving is on and D will not be used. We pass a dummy D
-            print('Computing Phi from partitions...')
-            Phi_M, Psi_M, Sigma_M = spatial_basis_mPOD(np.array([1]), PSI_M, N_T=self.N_T,
-                                                       N_PARTITIONS=self.N_PARTITIONS,
-                                                       N_S=self.N_S, MEMORY_SAVING=self.MEMORY_SAVING,
-                                                       FOLDER_OUT=self.FOLDER_OUT,
-                                                       SAVE=SAVE)
-
-        print("Done.")
-
-        return Phi_M, Psi_M, Sigma_M
-
-    def compute_POD_K(self, SAVE_T_POD: bool = False):
-        """
-        This method computes the Proper Orthogonal Decomposition (POD) of a dataset
-        using the snapshot approach, i.e. working on the temporal correlation matrix.
-        The eig solver for K is defined in 'eig_solver'
-        The theoretical background of the POD is briefly recalled here:
-
-        https://youtu.be/8fhupzhAR_M
-
-        :return Psi_P: np.array
-                POD Psis
-
-        :return Sigma_P: np.array
-                POD Sigmas. If needed, Lambdas can be easily computed recalling that: Sigma_P = np.sqrt(Lambda_P)
-
-        :return Phi_P: np.array
-                POD Phis
-        """
-
-        print('Computing correlation matrix...')
-        self.K = CorrelationMatrix(self.N_T, self.N_PARTITIONS,
-                                   self.MEMORY_SAVING,
-                                   self.FOLDER_OUT, self.SAVE_K, D=self.Dstar, weights=self.weights)
-
-        if self.MEMORY_SAVING:
-            self.K = np.load(self.FOLDER_OUT + '/correlation_matrix/k_matrix.npz')['K']
-
-        print("Computing Temporal Basis...")
-        Psi_P, Sigma_P = Temporal_basis_POD(self.K, SAVE_T_POD,
-                                            self.FOLDER_OUT, self.n_Modes, eig_solver=self.eig_solver)
-        print("Done.")
-        print("Computing Spatial Basis...")
-
-        if self.MEMORY_SAVING:  # if self.D is available:
-            print('Computing Phi from partitions...')
-            Phi_P = Spatial_basis_POD(np.array([1]), N_T=self.N_T,
-                             PSI_P=Psi_P,
-                             Sigma_P=Sigma_P,
-                             MEMORY_SAVING=self.MEMORY_SAVING,
-                             FOLDER_OUT=self.FOLDER_OUT,
-                             N_PARTITIONS=self.N_PARTITIONS)
-
-        else:  # if not, the memory saving is on and D will not be used. We pass a dummy D
-           print('Computing Phi from D...')
-           Phi_P = Spatial_basis_POD(self.D, N_T=self.N_T,
-                                    PSI_P=Psi_P,
-                                    Sigma_P=Sigma_P,
-                                    MEMORY_SAVING=self.MEMORY_SAVING,
-                                    FOLDER_OUT=self.FOLDER_OUT,
-                                    N_PARTITIONS=self.N_PARTITIONS)
-        print("Done.")
-
-        return Phi_P, Psi_P, Sigma_P
-
-    def compute_POD_svd(self, SAVE_T_POD: bool = False):
-        """
-        This method computes the Proper Orthogonal Decomposition (POD) of a dataset
-        using the SVD decomposition. The svd solver is defined by 'svd_solver'.
-        Note that in this case, the memory saving option is of no help, since
-        the SVD must be performed over the entire dataset.
-
-        https://youtu.be/8fhupzhAR_M
-
-        :return Psi_P: np.array
-            POD Psis
-
-        :return Sigma_P: np.array
-            POD Sigmas. If needed, Lambdas can be easily computed recalling that: Sigma_P = np.sqrt(Lambda_P)
-
-         :return Phi_P: np.array
-            POD Phis
-        """
-        # If Memory saving is active, we must load back the data.
-        # This process is memory demanding. Different SVD solver will handle this differently.
-
-        if self.MEMORY_SAVING:
-            if self.N_T % self.N_PARTITIONS != 0:
-                tot_blocks_col = self.N_PARTITIONS + 1
-            else:
-                tot_blocks_col = self.N_PARTITIONS
-
-            # Prepare the D matrix again
-            D = np.zeros((self.N_S, self.N_T))
-            R1 = 0
-
-            # print(' \n Reloading D from tmp...')
-            for k in tqdm(range(tot_blocks_col)):
-                di = np.load(self.FOLDER_OUT + f"/data_partitions/di_{k + 1}.npz")['di']
-                R2 = R1 + np.shape(di)[1]
-                D[:, R1:R2] = di
-                R1 = R2
-
-            # Now that we have D back, we can proceed with the SVD approach
-            Phi_P, Psi_P, Sigma_P = switch_svds(D, self.n_Modes, self.svd_solver)
-
-
-        else:  # self.MEMORY_SAVING:
-            Phi_P, Psi_P, Sigma_P = switch_svds(self.D, self.n_Modes, self.svd_solver)
-
-        return Phi_P, Psi_P, Sigma_P
-
-    def compute_DMD_PIP(self, SAVE_T_DMD: bool = True, F_S=1):
-        """
-        This method computes the Dynamic Mode Decomposition of the data
-        using the algorithm in https://arxiv.org/abs/1312.0041, which is basically the same as
-        the PIP algorithm proposed in https://www.sciencedirect.com/science/article/abs/pii/0167278996001248
-        See v1 of this paper https://arxiv.org/abs/2001.01971 for more details (yes, reviewers did ask to omit this detail in v2).
-
-        :return Phi_D: np.array
-                DMD Phis. As for the DFT, these are complex.
-
-        :return Lambda_D: np.array
-                DMD Eigenvalues (of the reduced propagator). These are complex.
-
-        :return freqs: np.array
-                Frequencies (in Hz, associated to the DMD modes)
-
-        :return a0s: np.array
-                Initial Coefficients of the Modes
-
-        """
-
-        # If Memory saving is active, we must load back the data
-        if self.MEMORY_SAVING:
-            if self.N_T % self.N_PARTITIONS != 0:
-                tot_blocks_col = self.N_PARTITIONS + 1
-            else:
-                tot_blocks_col = self.N_PARTITIONS
-
-            # Prepare the D matrix again
-            D = np.zeros((self.N_S, self.N_T))
-            R1 = 0
-
-            # print(' \n Reloading D from tmp...')
-            for k in tqdm(range(tot_blocks_col)):
-                di = np.load(self.FOLDER_OUT + f"/data_partitions/di_{k + 1}.npz")['di']
-                R2 = R1 + np.shape(di)[1]
-                D[:, R1:R2] = di
-                R1 = R2
-
-            # Compute the DMD
-            Phi_D, Lambda, freqs, a0s = dmd_s(D[:, 0:self.N_T - 1],
-                                              D[:, 1:self.N_T], self.n_Modes, F_S, svd_solver=self.svd_solver)
-
-        else:
-            Phi_D, Lambda, freqs, a0s = dmd_s(self.D[:, 0:self.N_T - 1],
-                                              self.D[:, 1:self.N_T], self.n_Modes, F_S, SAVE_T_DMD=SAVE_T_DMD,
-                                              svd_solver=self.svd_solver, FOLDER_OUT=self.FOLDER_OUT)
-
-        return Phi_D, Lambda, freqs, a0s
-
-    def compute_DFT(self, F_S, SAVE_DFT=False):
-        """
-        This method computes the Discrete Fourier Transform of your data.
-
-        Check out this tutorial: https://www.youtube.com/watch?v=8fhupzhAR_M&list=PLEJZLD0-4PeKW6Ze984q08bNz28GTntkR&index=2
-
-        :param F_S: float,
-                Sampling Frequency [Hz]
-        :param SAVE_DFT: bool,
-                If True, MODULO will save the output in self.FOLDER OUT/MODULO_tmp
-
-        :return: Sorted_Freqs: np.array,
-                    Sorted Frequencies
-        :return Phi_F: np.array,
-                    DFT Phis
-        :return Sigma_F: np.array,
-                    DFT Sigmas
-        """
-        if self.D is None:
-            D = np.load(self.FOLDER_OUT + '/MODULO_tmp/data_matrix/database.npz')['D']
-            SAVE_DFT = True
-            Sorted_Freqs, Phi_F, SIGMA_F = dft_fit(self.N_T, F_S, D, self.FOLDER_OUT, SAVE_DFT=SAVE_DFT)
-
-        else:
-            Sorted_Freqs, Phi_F, SIGMA_F = dft_fit(self.N_T, F_S, self.D, self.FOLDER_OUT, SAVE_DFT=SAVE_DFT)
-
-        return Sorted_Freqs, Phi_F, SIGMA_F
-
-    def compute_SPOD_t(self, F_S, L_B=500, O_B=250, n_Modes=10, SAVE_SPOD=True):
-        """
-        This method computes the Spectral POD of your data. This is the one by Towne et al
-        (https://www.cambridge.org/core/journals/journal-of-fluid-mechanics/article/abs/spectral-proper-orthogonal-decomposition-and-its-relationship-to-dynamic-mode-decomposition-and-resolvent-analysis/EC2A6DF76490A0B9EB208CC2CA037717)
-
-        :param F_S: float,
-                Sampling Frequency [Hz]
-        :param L_B: float,
-                lenght of the chunks
-        :param O_B: float,
-                Overlapping between blocks in the chunk
-        :param n_Modes: float,
-               number of modes to be computed for each frequency
-        :param SAVE_SPOD: bool,
-                If True, MODULO will save the output in self.FOLDER OUT/MODULO_tmp
-        :return Psi_P_hat: np.array
-                Spectra of the SPOD Modes
-        :return Sigma_P: np.array
-                Amplitudes of the SPOD Modes.
-        :return Phi_P: np.array
-                SPOD Phis
-        :return freq: float
-                frequency bins for the Spectral POD
-
-
-        """
-        if self.D is None:
-            D = np.load(self.FOLDER_OUT + '/MODULO_tmp/data_matrix/database.npz')['D']
-            Phi_SP, Sigma_SP, Freqs_Pos = compute_SPOD_t(D, F_S, L_B=L_B, O_B=O_B,
-                                                         n_Modes=n_Modes, SAVE_SPOD=SAVE_SPOD,
-                                                         FOLDER_OUT=self.FOLDER_OUT, possible_svds=self.svd_solver)
-        else:
-            Phi_SP, Sigma_SP, Freqs_Pos = compute_SPOD_t(self.D, F_S, L_B=L_B, O_B=O_B,
-                                                         n_Modes=n_Modes, SAVE_SPOD=SAVE_SPOD,
-                                                         FOLDER_OUT=self.FOLDER_OUT, possible_svds=self.svd_solver)
-
-        return Phi_SP, Sigma_SP, Freqs_Pos
-
-        # New Decomposition: SPOD f
-
-    def compute_SPOD_s(self, F_S, N_O=100, f_c=0.3, n_Modes=10, SAVE_SPOD=True):
-        """
-        This method computes the Spectral POD of your data.
-        This is the one by Sieber
-        et al (https://www.cambridge.org/core/journals/journal-of-fluid-mechanics/article/abs/spectral-proper-orthogonal-decomposition/DCD8A6EDEFD56F5A9715DBAD38BD461A)
-
-        :param F_S: float,
-                Sampling Frequency [Hz]
-        :param N_o: float,
-                Semi-Order of the diagonal filter.
-                Note that the filter order will be 2 N_o +1 (to make sure it is odd)
-        :param f_c: float,
-                cut-off frequency of the diagonal filter
-        :param n_Modes: float,
-               number of modes to be computed
-        :param SAVE_SPOD: bool,
-                If True, MODULO will save the output in self.FOLDER OUT/MODULO_tmp
-        :return Psi_P: np.array
-                SPOD Psis
-        :return Sigma_P: np.array
-                SPOD Sigmas.
-        :return Phi_P: np.array
-                SPOD Phis
-        """
-
-        if self.D is None:
-            D = np.load(self.FOLDER_OUT + '/MODULO_tmp/data_matrix/database.npz')['D']
-
-            self.K = CorrelationMatrix(self.N_T, self.N_PARTITIONS, self.MEMORY_SAVING,
-                                       self.FOLDER_OUT, self.SAVE_K, D=D)
-
-            Phi_sP, Psi_sP, Sigma_sP = compute_SPOD_s(D, self.K, F_S, self.N_S, self.N_T, N_O, f_c,
-                                                      n_Modes, SAVE_SPOD, self.FOLDER_OUT, self.MEMORY_SAVING,
-                                                      self.N_PARTITIONS)
-
-        else:
-            self.K = CorrelationMatrix(self.N_T, self.N_PARTITIONS, self.MEMORY_SAVING,
-                                       self.FOLDER_OUT, self.SAVE_K, D=self.D)
-
-            Phi_sP, Psi_sP, Sigma_sP = compute_SPOD_s(self.D, self.K, F_S, self.N_S, self.N_T, N_O, f_c,
-                                                      n_Modes, SAVE_SPOD, self.FOLDER_OUT, self.MEMORY_SAVING,
-                                                      self.N_PARTITIONS)
-
-        # if self.D is None:
-        #     D = np.load(self.FOLDER_OUT + '/MODULO_tmp/data_matrix/database.npz')['D']
-        #     SAVE_SPOD = True
-        #     # TODO : Lorenzo check this stuff
-        # else:
-        #     D = self.D
-        #
-        # n_s = self.N_S  # Repeat variable for debugging compatibility
-        # n_t = self.N_T
-        #
-        # print('Computing Correlation Matrix \n')
-        #
-        # # The first step is the same as the POD: we compute the correlation matrix
-        # K = CorrelationMatrix(self.N_T, self.N_PARTITIONS, self.MEMORY_SAVING,
-        #                       self.FOLDER_OUT, D=self.D)
-        #
-        # # 1. Initialize the extended
-        # K_e = np.zeros((n_t + 2 * N_o, n_t + 2 * N_o))
-        # # From which we clearly know that:
-        # K_e[N_o:n_t + N_o, N_o:n_t + N_o] = K
-        #
-        # # 2. We fill the edges ( a bit of repetition but ok.. )
-        #
-        # # Row-wise, Upper part
-        # for i in range(0, N_o):
-        #     K_e[i, i:i + n_t] = K[0, :]
-        #
-        # # Row-wise, bottom part
-        # for i in range(N_o + n_t, n_t + 2 * N_o):
-        #     K_e[i, i - n_t + 1:i + 1] = K[-1, :]
-        #
-        #     # Column-wise, left part
-        # for j in range(0, N_o):
-        #     K_e[j:j + n_t, j] = K[:, 0]
-        #
-        #     # Column-wise, right part
-        # for j in range(N_o + n_t, 2 * N_o + n_t):
-        #     K_e[j - n_t + 1:j + 1, j] = K[:, -1]
-        #
-        # # Now you create the diagonal kernel in 2D
-        # h_f = firwin(N_o, f_c)  # Kernel in 1D
-        # # This is also something that must be put in a separate file:
-        # # To cancel the phase lag we make this non-causal with a symmetric
-        # # shift, hence with zero padding as equal as possible on both sides
-        # n_padd_l = round((n_t - N_o) / 2);
-        # n_padd_r = n_t - N_o - n_padd_l
-        #
-        # h_f_pad = np.pad(h_f, (n_padd_l, n_padd_r))  # symmetrically padded kernel in 1D
-        # h_f_2 = np.diag(h_f_pad)
-        #
-        # # Finally the filtered K is just
-        # K_F = signal.fftconvolve(K_e, h_f_2, mode='same')[N_o:n_t + N_o, N_o:n_t + N_o]
-        # # plt.plot(np.diag(K),'b--'); plt.plot(np.diag(K_F_e),'r')
-        #
-        # # From now on it's just POD:
-        # Psi_P, Sigma_P = Temporal_basis_POD(K_F, SAVE_SPOD,
-        #                                     self.FOLDER_OUT, self.n_Modes)
-        #
-        # Phi_P = Spatial_basis_POD(self.D, N_T=self.N_T, PSI_P=Psi_P, Sigma_P=Sigma_P,
-        #                           MEMORY_SAVING=self.MEMORY_SAVING, FOLDER_OUT=self.FOLDER_OUT,
-        #                           N_PARTITIONS=self.N_PARTITIONS)
-
-        return Phi_sP, Psi_sP, Sigma_sP
-
-    def compute_kPOD(self, M_DIST=[1, 10], k_m=0.1, cent=True,
-                     n_Modes=10, alpha=1e-6, metric='rbf', K_out=False):
-        """
-        This function implements the kernel PCA as described in the VKI course https://www.vki.ac.be/index.php/events-ls/events/eventdetail/552/-/online-on-site-hands-on-machine-learning-for-fluid-dynamics-2023
-
-        The computation of the kernel function is carried out as in https://arxiv.org/pdf/2208.07746.pdf.
-
-
-        :param M_DIST: array,
-                position of the two snapshots that will be considered to
-                estimate the minimal k. They should be the most different ones.
-        :param k_m: float,
-                minimum value for the kernelized correlation
-        :param alpha: float
-                regularization for K_zeta
-        :param cent: bool,
-                if True, the matrix K is centered. Else it is not
-        :param n_Modes: float,
-               number of modes to be computed
-        :param metric: string,
-               This identifies the metric for the kernel matrix. It is a wrapper to 'pairwise_kernels' from sklearn.metrics.pairwise
-               Note that different metrics would need different set of parameters. For the moment, only rbf was tested; use any other option at your peril !
-        :param K_out: bool,
-               If true, the matrix K is also exported as a fourth output.
-        :return Psi_xi: np.array
-               kPOD's Psis
-        :return Sigma_xi: np.array
-               kPOD's Sigmas.
-        :return Phi_xi: np.array
-               kPOD's Phis
-        :return K_zeta: np.array
-               Kernel Function from which the decomposition is computed.
-               (exported only if K_out=True)
-
-
-        """
-        if self.D is None:
-            D = np.load(self.FOLDER_OUT + '/MODULO_tmp/data_matrix/database.npz')['D']
-        else:
-            D = self.D
-
-        # Compute Eucledean distances
-        i, j = M_DIST;
-        n_s, n_t = np.shape(D)
-        M_ij = np.linalg.norm(D[:, i] - D[:, j]) ** 2
-
-        gamma = -np.log(k_m) / M_ij
-
-        K_zeta = pairwise_kernels(D.T, metric='rbf', gamma=gamma)
-        print('Kernel K ready')
-
-        # Compute the Kernel Matrix
-        n_t = np.shape(D)[1]
-        # Center the Kernel Matrix (if cent is True):
-        if cent:
-            H = np.eye(n_t) - 1 / n_t * np.ones_like(K_zeta)
-            K_zeta = H @ K_zeta @ H.T
-            print('K_zeta centered')
-        # Diagonalize and Sort
-        lambdas, Psi_xi = linalg.eigh(K_zeta + alpha * np.eye(n_t), subset_by_index=[n_t - n_Modes, n_t - 1])
-        lambdas, Psi_xi = lambdas[::-1], Psi_xi[:, ::-1];
-        Sigma_xi = np.sqrt(lambdas);
-        print('K_zeta diagonalized')
-        # Encode
-        # Z_xi=np.diag(Sigma_xi)@Psi_xi.T
-        # We compute the spatial structures as projections of the data
-        # onto the Psi_xi!
-        R = Psi_xi.shape[1]
-        PHI_xi_SIGMA_xi = np.dot(D, (Psi_xi))
-        # Initialize the output
-        PHI_xi = np.zeros((n_s, R))
-        SIGMA_xi = np.zeros((R))
-
-        for i in tqdm(range(0, R)):
-            # Assign the norm as amplitude
-            SIGMA_xi[i] = np.linalg.norm(PHI_xi_SIGMA_xi[:, i])
-            # Normalize the columns of C to get spatial modes
-            PHI_xi[:, i] = PHI_xi_SIGMA_xi[:, i] / SIGMA_xi[i]
-
-        Indices = np.flipud(np.argsort(SIGMA_xi))  # find indices for sorting in decreasing order
-        Sorted_Sigmas = SIGMA_xi[Indices]  # Sort all the sigmas
-        Phi_xi = PHI_xi[:, Indices]  # Sorted Spatial Structures Matrix
-        Psi_xi = Psi_xi[:, Indices]  # Sorted Temporal Structures Matrix
-        Sigma_xi = Sorted_Sigmas  # Sorted Amplitude Matrix
-        print('Phi_xi computed')
-
-        if K_out:
-            return Phi_xi, Psi_xi, Sigma_xi, K_zeta
-        else:
-            return Phi_xi, Psi_xi, Sigma_xi
+# Functional ones:
+import os
+import numpy as np
+from scipy import linalg
+from sklearn.metrics.pairwise import pairwise_kernels
+# To have fancy loading bar
+from tqdm import tqdm
+
+# All the functions from the modulo package 
+from modulo_vki.core._dft import dft_fit
+from modulo_vki.core._dmd_s import dmd_s
+from modulo_vki.core._k_matrix import CorrelationMatrix
+from modulo_vki.core._mpod_space import spatial_basis_mPOD
+from modulo_vki.core._mpod_time import temporal_basis_mPOD
+from modulo_vki.core._pod_space import Spatial_basis_POD
+from modulo_vki.core._pod_time import Temporal_basis_POD
+from modulo_vki.core._spod_s import compute_SPOD_s
+from modulo_vki.core._spod_t import compute_SPOD_t
+from modulo_vki.utils._utils import switch_svds
+
+from modulo_vki.utils.read_db import ReadData
+
+class ModuloVKI:
+    """
+    MODULO (MODal mULtiscale pOd) is a software developed at the von Karman Institute to perform Multiscale
+    Modal Analysis of numerical and experimental data using the Multiscale Proper Orthogonal Decomposition (mPOD).
+
+    Theoretical foundation can be found at:
+    https://arxiv.org/abs/1804.09646
+
+    Presentation of the MODULO framework available here:
+    https://arxiv.org/pdf/2004.12123.pdf
+
+    YouTube channel with hands-on tutorials can be found at:
+    https://youtube.com/playlist?list=PLEJZLD0-4PeKW6Ze984q08bNz28GTntkR
+
+    All the codes so far assume that the dataset is equally spaced both in space (i.e. along a Cartesian grid)
+    and in time. The extension to non-uniformly sampled data will be included in future releases.
+
+
+    """
+
+    def __init__(self, data: np.array,
+                 N_PARTITIONS: int = 1,
+                 FOLDER_OUT='./',
+                 SAVE_K: bool = False,
+                 N_T: int = 100,
+                 N_S: int = 200,
+                 n_Modes: int = 10,
+                 dtype: str = 'float32',
+                 eig_solver: str = 'eigh',
+                 svd_solver: str = 'svd_sklearn_truncated',
+                 weights: np.array = np.array([])):
+        """
+        This function initializes the main parameters needed by MODULO.
+
+        Attributes:
+
+        :param data: This is the data matrix to factorize. It is a np.array with
+               shape ((N_S, N_T)). If the data has not yet been prepared in the form of a np.array,
+               the method ReadData in MODULO can be used (see ReadData). If the memory saving is active (N_PARTITIONS >1), the folder with partitions should be prepared.
+               If the memory saving is active, this entry = None. The data matrix is assumed to big to be saved and the
+
+        :param N_PARTITIONS: If memory saving feature is active, this parameter sets the number of partitions
+               that will be used to store the data matrices during the computations.
+
+        :param FOLDER_OUT: Folder in which the output will be stored.The output includes the matrices Phi, Sigma and Psi (optional) and temporary files
+               used for some of the calculations (e.g.: for memory saving).
+
+        :param  SAVE_K:  A flag deciding if the matrix will be stored in the disk (in FOLDER_OUT/correlation_matrix) or not.
+            Default option is 'False'.
+
+        :param N_T: Number of time steps, must be given when N_PARTITIONS >1
+
+        :param N_S: Number of grid points, must be given when N_PARTITIONS >1
+
+        :param n_Modes: Number of Modes to be computed
+
+        :param dtype: Cast "data" with type dtype
+
+        :param eig_solver: Numerical solver to compute the eigen values
+
+        :param svd_solver: Numerical solver to compute the Single Value Decomposition
+
+        :param weights: weight vector [w_i,....,w_{N_s}] where w_i = area_cell_i/area_grid
+               Only needed if grid is non-uniform.
+
+
+        """
+
+        print("MODULO (MODal mULtiscale pOd) is a software developed at the von Karman Institute to perform "
+              "data driven modal decomposition of numerical and experimental data. \n")
+
+        if not isinstance(data, np.ndarray) and N_PARTITIONS == 1:
+            raise TypeError(
+                "Please check that your database is in an numpy array format. If D=None, then you must have memory saving (N_PARTITIONS>1)")
+
+        # Load the data matrix
+        if isinstance(data, np.ndarray):
+            # Number of points in time and space
+            self.N_T = data.shape[1]
+            self.N_S = data.shape[0]
+            # Check the data type
+            self.D = data.astype(dtype)
+        else:
+            self.D = None  # D is never saved when N_partitions >1
+            self.N_S = N_S  # so N_S and N_t must be given as parameters of modulo
+            self.N_T = N_T
+
+        # Load and applied the weights to the D matrix
+        if weights.size != 0:
+            if len(weights) == self.N_S:
+                print("The weights you have input have the size of the columns of D \n"
+                      "MODULO has considered that you have already duplicated the dimensions of the weights "
+                      "to match the dimensions of the D columns \n")
+                self.weights = weights
+            elif 2 * len(weights) == self.N_S:  # 2D computation only
+                self.weights = np.concatenate((weights, weights))
+                print("Modulo assumes you have a 2D domain and has duplicated the weight "
+                      "array to match the size of the D columns \n")
+                print(weights)
+            else:
+                raise AttributeError("Make sure the size of the weight array is twice smaller than the size of D")
+            # Dstar is used to compute the K matrix
+            if isinstance(data, np.ndarray):
+                # Apply the weights only if D exist.
+                # If not (i.e. N_partitions >1), weights are applied in _k_matrix.py when loading partitions of D
+                self.Dstar = np.transpose(np.transpose(self.D) * np.sqrt(self.weights))
+            else:
+                self.Dstar = None
+        else:
+            print("Modulo assumes you have a uniform grid. "
+                  "If not, please give the weights as parameters of MODULO!")
+            self.weights = weights
+            self.Dstar = self.D
+
+        if N_PARTITIONS > 1:
+            self.MEMORY_SAVING = True
+        else:
+            self.MEMORY_SAVING = False
+
+            # Assign the number of modes
+        self.n_Modes = n_Modes
+        # If particular needs, override choice for svd and eigen solve
+        self.svd_solver = svd_solver.lower()
+        self.eig_solver = eig_solver.lower()
+        possible_svds = ['svd_numpy', 'svd_scipy_sparse', 'svd_sklearn_randomized', 'svd_sklearn_truncated']
+        possible_eigs = ['svd_sklearn_randomized', 'eigsh', 'eigh']
+
+        if self.svd_solver not in possible_svds:
+            raise NotImplementedError("The requested SVD solver is not implemented. Please pick one of the following:"
+                                      "which belongs to: \n {}".format(possible_svds))
+
+        if self.eig_solver not in possible_eigs:
+            raise NotImplementedError("The requested EIG solver is not implemented. Please pick one of the following: "
+                                      " \n {}".format(possible_eigs))
+
+        # if N_PARTITIONS >= self.N_T:
+        #     raise AttributeError("The number of requested partitions is greater of the total columns (N_T). Please,"
+        #                          "try again.")
+
+        self.N_PARTITIONS = N_PARTITIONS
+
+        self.FOLDER_OUT = FOLDER_OUT
+
+        self.SAVE_K = SAVE_K
+
+        if self.MEMORY_SAVING:
+            os.makedirs(self.FOLDER_OUT, exist_ok=True)
+
+    def _temporal_basis_POD(self,
+                            SAVE_T_POD: bool = False):
+        """
+        This method computes the temporal structure for the Proper Orthogonal Decomposition (POD) computation.
+        The theoretical background of the POD is briefly recalled here:
+
+        https://youtu.be/8fhupzhAR_M
+
+        The diagonalization of K is computed via Singular Value Decomposition (SVD).
+        A speedup is available if the user is on Linux machine, in which case MODULO
+        exploits the power of JAX and its Numpy implementation.
+
+        For more on JAX:
+
+        https://github.com/google/jax
+        https://jax.readthedocs.io/en/latest/jax.numpy.html
+
+        If the user is on a Win machine, Linux OS can be used using
+        the Windows Subsystem for Linux.
+
+        For more on WSL:
+        https://docs.microsoft.com/en-us/windows/wsl/install-win10
+
+        :param SAVE_T_POD: bool
+                Flag deciding if the results will be stored on the disk.
+                Default value is True, to limit the RAM's usage.
+                Note that this might cause a minor slowdown for the loading,
+                but the tradeoff seems worthy.
+                This attribute is passed to the MODULO class.
+
+
+        POD temporal basis are returned if MEMORY_SAVING is not active. Otherwise all the results are saved on disk.
+
+        :return Psi_P: np.array
+                POD Psis
+
+        :return Sigma_P: np.array
+                POD Sigmas. If needed, Lambdas can be easily computed recalling that: Sigma_P = np.sqrt(Lambda_P)
+        """
+
+        if self.MEMORY_SAVING:
+            K = np.load(self.FOLDER_OUT + "/correlation_matrix/k_matrix.npz")['K']
+            SAVE_T_POD = True
+        else:
+            K = self.K
+
+        Psi_P, Sigma_P = Temporal_basis_POD(K, SAVE_T_POD,
+                                            self.FOLDER_OUT, self.n_Modes, self.eig_solver)
+
+        del K
+        return Psi_P, Sigma_P if not self.MEMORY_SAVING else None
+
+    def _spatial_basis_POD(self, Psi_P, Sigma_P,
+                           SAVE_SPATIAL_POD: bool = True):
+        """
+        This method computes the spatial structure for the Proper Orthogonal Decomposition (POD) computation.
+        The theoretical background of the POD is briefly recalled here:
+
+        https://youtu.be/8fhupzhAR_M
+
+        :param Psi_P: np.array
+                POD temporal basis
+        :param Sigma_P: np.array
+                POD Sigmas
+        :param SAVE_SPATIAL_POD: bool
+                Flag deciding if the results will be stored on the disk.
+                Default value is True, to limit the RAM's usage.
+                Note that this might cause a minor slowdown for the loading,
+                but the tradeoff seems worthy.
+                This attribute is passed to the MODULO class.
+
+        :return Phi_P: np.array
+            POD Phis
+
+        """
+
+        self.SAVE_SPATIAL_POD = SAVE_SPATIAL_POD
+
+        if self.MEMORY_SAVING:
+            '''Loading temporal basis from disk. They're already in memory otherwise.'''
+            Psi_P = np.load(self.FOLDER_OUT + 'POD/temporal_basis.npz')['Psis']
+            Sigma_P = np.load(self.FOLDER_OUT + 'POD/temporal_basis.npz')['Sigmas']
+
+        Phi_P = Spatial_basis_POD(self.D, N_T=self.N_T, PSI_P=Psi_P, Sigma_P=Sigma_P,
+                                  MEMORY_SAVING=self.MEMORY_SAVING, FOLDER_OUT=self.FOLDER_OUT,
+                                  N_PARTITIONS=self.N_PARTITIONS, SAVE_SPATIAL_POD=SAVE_SPATIAL_POD)
+
+        return Phi_P if not self.MEMORY_SAVING else None
+
+    def _temporal_basis_mPOD(self, K, Nf, Ex, F_V, Keep, boundaries, MODE, dt, K_S=False):
+        """
+        This function computes the temporal structures of each scale in the mPOD, as in step 4 of the algorithm
+        ref: Multi-Scale Proper Orthogonal Decomposition of Complex Fluid Flows - M. A. Mendez et al.
+
+        :param K: np.array
+                Temporal correlation matrix
+        :param Nf: np.array
+                Order of the FIR filters that are used to isolate each of the scales
+        :param Ex: int
+                Extension at the boundaries of K to impose the boundary conditions (see boundaries)
+                It must be at least as Nf.
+        :param F_V: np.array
+                Frequency splitting vector, containing the frequencies of each scale (see article).
+                If the time axis is in seconds, these frequencies are in Hz.
+        :param Keep: np.array
+                Scale keep
+        :param boundaries: str -> {'nearest', 'reflect', 'wrap' or 'extrap'}
+                Define the boundary conditions for the filtering process, in order to avoid edge effects.
+                The available boundary conditions are the classic ones implemented for image processing:
+                nearest', 'reflect', 'wrap' or 'extrap'. See also https://docs.scipy.org/doc/scipy/reference/tutorial/ndimage.html
+        :param MODE: str -> {‘reduced’, ‘complete’, ‘r’, ‘raw’}
+                A QR factorization is used to enforce the orthonormality of the mPOD basis, to compensate
+                for the non-ideal frequency response of the filters.
+                The option MODE from np.linalg.qr carries out this operation.
+
+        :return PSI_M: np.array
+                Multiscale POD temporal basis
+
+        """
+
+        if self.MEMORY_SAVING:
+            K = np.load(self.FOLDER_OUT + "/correlation_matrix/k_matrix.npz")['K']
+
+        PSI_M = temporal_basis_mPOD(K=K, Nf=Nf, Ex=Ex, F_V=F_V, Keep=Keep, boundaries=boundaries,
+                                    MODE=MODE, dt=dt, FOLDER_OUT=self.FOLDER_OUT,
+                                    n_Modes=self.n_Modes, K_S=False,
+                                    MEMORY_SAVING=self.MEMORY_SAVING, SAT=self.SAT, eig_solver=self.eig_solver)
+
+        return PSI_M if not self.MEMORY_SAVING else None
+
+    def _spatial_basis_mPOD(self, D, PSI_M, SAVE):
+        """
+        This function implements the last step of the mPOD algorithm:
+        completing the decomposition. Here we project from psis, to get phis and sigmas
+
+        :param D: np.array
+                data matrix
+        :param PSI_M: np.array
+                temporal basis for the mPOD. Remember that it is not possible to impose both basis matrices
+                phis and psis: given one of the two, the other is univocally determined.
+        :param SAVE: bool
+                if True, MODULO saves the results on disk.
+
+        :return Phi_M: np.array
+                mPOD Phis (Matrix of spatial structures)
+        :return Psi_M: np.array
+                mPOD Psis (Matrix of temporal structures)
+        :return Sigma_M: np.array
+                mPOD Sigmas (vector of amplitudes, i.e. the diagonal of Sigma_M)
+
+        """
+
+        Phi_M, Psi_M, Sigma_M = spatial_basis_mPOD(D, PSI_M, N_T=self.N_T, N_PARTITIONS=self.N_PARTITIONS,
+                                                   N_S=self.N_S, MEMORY_SAVING=self.MEMORY_SAVING,
+                                                   FOLDER_OUT=self.FOLDER_OUT,
+                                                   SAVE=SAVE)
+
+        return Phi_M, Psi_M, Sigma_M
+
+    def compute_mPOD(self, Nf, Ex, F_V, Keep, SAT, boundaries, MODE, dt, SAVE=False):
+        """
+        This function computes the temporal structures of each scale in the mPOD, as in step 4 of the algorithm
+        ref: Multi-Scale Proper Orthogonal Decomposition of Complex Fluid Flows - M. A. Mendez et al.
+
+        :param K: np.array
+                Temporal correlation matrix
+
+        :param Nf: np.array
+                Order of the FIR filters that are used to isolate each of the scales
+
+        :param Ex: int
+                Extension at the boundaries of K to impose the boundary conditions (see boundaries)
+                It must be at least as Nf.
+
+        :param F_V: np.array
+                Frequency splitting vector, containing the frequencies of each scale (see article).
+                If the time axis is in seconds, these frequencies are in Hz.
+
+        :param Keep: np.array
+                Scale keep
+
+        :param boundaries: str -> {'nearest', 'reflect', 'wrap' or 'extrap'}
+                Define the boundary conditions for the filtering process, in order to avoid edge effects.
+                The available boundary conditions are the classic ones implemented for image processing:
+                nearest', 'reflect', 'wrap' or 'extrap'. See also https://docs.scipy.org/doc/scipy/reference/tutorial/ndimage.html
+
+        :param MODE: str -> {‘reduced’, ‘complete’, ‘r’, ‘raw’}
+                A QR factorization is used to enforce the orthonormality of the mPOD basis, to compensate
+                for the non-ideal frequency response of the filters.
+                The option MODE from np.linalg.qr carries out this operation.
+
+        :param SAT: Maximum number of modes per scale.
+                    Only used for mPOD (max number of modes per scale)
+
+        :param dt: float
+                temporal step
+
+        :return Phi_M: np.array
+                mPOD Phis (Matrix of spatial structures)
+        :return Psi_M: np.array
+                mPOD Psis (Matrix of temporal structures)
+        :return Sigma_M: np.array
+                mPOD Sigmas (vector of amplitudes, i.e. the diagonal of Sigma_M
+
+        """
+
+        print('Computing correlation matrix D matrix...')
+        self.K = CorrelationMatrix(self.N_T, self.N_PARTITIONS,
+                                   self.MEMORY_SAVING,
+                                   self.FOLDER_OUT, self.SAVE_K, D=self.Dstar)
+
+        if self.MEMORY_SAVING:
+            self.K = np.load(self.FOLDER_OUT + '/correlation_matrix/k_matrix.npz')['K']
+
+        print("Computing Temporal Basis...")
+
+        PSI_M = temporal_basis_mPOD(K=self.K, Nf=Nf, Ex=Ex, F_V=F_V, Keep=Keep, boundaries=boundaries,
+                                    MODE=MODE, dt=dt, FOLDER_OUT=self.FOLDER_OUT,
+                                    n_Modes=self.n_Modes, MEMORY_SAVING=self.MEMORY_SAVING, SAT=SAT,
+                                    eig_solver=self.eig_solver)
+
+        print("Done.")
+
+        if hasattr(self, 'D'):  # if self.D is available:
+            print('Computing Phi from D...')
+            Phi_M, Psi_M, Sigma_M = spatial_basis_mPOD(self.D, PSI_M, N_T=self.N_T, N_PARTITIONS=self.N_PARTITIONS,
+                                                       N_S=self.N_S, MEMORY_SAVING=self.MEMORY_SAVING,
+                                                       FOLDER_OUT=self.FOLDER_OUT,
+                                                       SAVE=SAVE)
+
+        else:  # if not, the memory saving is on and D will not be used. We pass a dummy D
+            print('Computing Phi from partitions...')
+            Phi_M, Psi_M, Sigma_M = spatial_basis_mPOD(np.array([1]), PSI_M, N_T=self.N_T,
+                                                       N_PARTITIONS=self.N_PARTITIONS,
+                                                       N_S=self.N_S, MEMORY_SAVING=self.MEMORY_SAVING,
+                                                       FOLDER_OUT=self.FOLDER_OUT,
+                                                       SAVE=SAVE)
+
+        print("Done.")
+
+        return Phi_M, Psi_M, Sigma_M
+
+    def compute_POD_K(self, SAVE_T_POD: bool = False):
+        """
+        This method computes the Proper Orthogonal Decomposition (POD) of a dataset
+        using the snapshot approach, i.e. working on the temporal correlation matrix.
+        The eig solver for K is defined in 'eig_solver'
+        The theoretical background of the POD is briefly recalled here:
+
+        https://youtu.be/8fhupzhAR_M
+
+        :return Psi_P: np.array
+                POD Psis
+
+        :return Sigma_P: np.array
+                POD Sigmas. If needed, Lambdas can be easily computed recalling that: Sigma_P = np.sqrt(Lambda_P)
+
+        :return Phi_P: np.array
+                POD Phis
+        """
+
+        print('Computing correlation matrix...')
+        self.K = CorrelationMatrix(self.N_T, self.N_PARTITIONS,
+                                   self.MEMORY_SAVING,
+                                   self.FOLDER_OUT, self.SAVE_K, D=self.Dstar, weights=self.weights)
+
+        if self.MEMORY_SAVING:
+            self.K = np.load(self.FOLDER_OUT + '/correlation_matrix/k_matrix.npz')['K']
+
+        print("Computing Temporal Basis...")
+        Psi_P, Sigma_P = Temporal_basis_POD(self.K, SAVE_T_POD,
+                                            self.FOLDER_OUT, self.n_Modes, eig_solver=self.eig_solver)
+        print("Done.")
+        print("Computing Spatial Basis...")
+
+        if self.MEMORY_SAVING:  # if self.D is available:
+            print('Computing Phi from partitions...')
+            Phi_P = Spatial_basis_POD(np.array([1]), N_T=self.N_T,
+                             PSI_P=Psi_P,
+                             Sigma_P=Sigma_P,
+                             MEMORY_SAVING=self.MEMORY_SAVING,
+                             FOLDER_OUT=self.FOLDER_OUT,
+                             N_PARTITIONS=self.N_PARTITIONS)
+
+        else:  # if not, the memory saving is on and D will not be used. We pass a dummy D
+           print('Computing Phi from D...')
+           Phi_P = Spatial_basis_POD(self.D, N_T=self.N_T,
+                                    PSI_P=Psi_P,
+                                    Sigma_P=Sigma_P,
+                                    MEMORY_SAVING=self.MEMORY_SAVING,
+                                    FOLDER_OUT=self.FOLDER_OUT,
+                                    N_PARTITIONS=self.N_PARTITIONS)
+        print("Done.")
+
+        return Phi_P, Psi_P, Sigma_P
+
+    def compute_POD_svd(self, SAVE_T_POD: bool = False):
+        """
+        This method computes the Proper Orthogonal Decomposition (POD) of a dataset
+        using the SVD decomposition. The svd solver is defined by 'svd_solver'.
+        Note that in this case, the memory saving option is of no help, since
+        the SVD must be performed over the entire dataset.
+
+        https://youtu.be/8fhupzhAR_M
+
+        :return Psi_P: np.array
+            POD Psis
+
+        :return Sigma_P: np.array
+            POD Sigmas. If needed, Lambdas can be easily computed recalling that: Sigma_P = np.sqrt(Lambda_P)
+
+         :return Phi_P: np.array
+            POD Phis
+        """
+        # If Memory saving is active, we must load back the data.
+        # This process is memory demanding. Different SVD solver will handle this differently.
+
+        if self.MEMORY_SAVING:
+            if self.N_T % self.N_PARTITIONS != 0:
+                tot_blocks_col = self.N_PARTITIONS + 1
+            else:
+                tot_blocks_col = self.N_PARTITIONS
+
+            # Prepare the D matrix again
+            D = np.zeros((self.N_S, self.N_T))
+            R1 = 0
+
+            # print(' \n Reloading D from tmp...')
+            for k in tqdm(range(tot_blocks_col)):
+                di = np.load(self.FOLDER_OUT + f"/data_partitions/di_{k + 1}.npz")['di']
+                R2 = R1 + np.shape(di)[1]
+                D[:, R1:R2] = di
+                R1 = R2
+
+            # Now that we have D back, we can proceed with the SVD approach
+            Phi_P, Psi_P, Sigma_P = switch_svds(D, self.n_Modes, self.svd_solver)
+
+
+        else:  # self.MEMORY_SAVING:
+            Phi_P, Psi_P, Sigma_P = switch_svds(self.D, self.n_Modes, self.svd_solver)
+
+        return Phi_P, Psi_P, Sigma_P
+
+    def compute_DMD_PIP(self, SAVE_T_DMD: bool = True, F_S=1):
+        """
+        This method computes the Dynamic Mode Decomposition of the data
+        using the algorithm in https://arxiv.org/abs/1312.0041, which is basically the same as
+        the PIP algorithm proposed in https://www.sciencedirect.com/science/article/abs/pii/0167278996001248
+        See v1 of this paper https://arxiv.org/abs/2001.01971 for more details (yes, reviewers did ask to omit this detail in v2).
+
+        :return Phi_D: np.array
+                DMD Phis. As for the DFT, these are complex.
+
+        :return Lambda_D: np.array
+                DMD Eigenvalues (of the reduced propagator). These are complex.
+
+        :return freqs: np.array
+                Frequencies (in Hz, associated to the DMD modes)
+
+        :return a0s: np.array
+                Initial Coefficients of the Modes
+
+        """
+
+        # If Memory saving is active, we must load back the data
+        if self.MEMORY_SAVING:
+            if self.N_T % self.N_PARTITIONS != 0:
+                tot_blocks_col = self.N_PARTITIONS + 1
+            else:
+                tot_blocks_col = self.N_PARTITIONS
+
+            # Prepare the D matrix again
+            D = np.zeros((self.N_S, self.N_T))
+            R1 = 0
+
+            # print(' \n Reloading D from tmp...')
+            for k in tqdm(range(tot_blocks_col)):
+                di = np.load(self.FOLDER_OUT + f"/data_partitions/di_{k + 1}.npz")['di']
+                R2 = R1 + np.shape(di)[1]
+                D[:, R1:R2] = di
+                R1 = R2
+
+            # Compute the DMD
+            Phi_D, Lambda, freqs, a0s = dmd_s(D[:, 0:self.N_T - 1],
+                                              D[:, 1:self.N_T], self.n_Modes, F_S, svd_solver=self.svd_solver)
+
+        else:
+            Phi_D, Lambda, freqs, a0s = dmd_s(self.D[:, 0:self.N_T - 1],
+                                              self.D[:, 1:self.N_T], self.n_Modes, F_S, SAVE_T_DMD=SAVE_T_DMD,
+                                              svd_solver=self.svd_solver, FOLDER_OUT=self.FOLDER_OUT)
+
+        return Phi_D, Lambda, freqs, a0s
+
+    def compute_DFT(self, F_S, SAVE_DFT=False):
+        """
+        This method computes the Discrete Fourier Transform of your data.
+
+        Check out this tutorial: https://www.youtube.com/watch?v=8fhupzhAR_M&list=PLEJZLD0-4PeKW6Ze984q08bNz28GTntkR&index=2
+
+        :param F_S: float,
+                Sampling Frequency [Hz]
+        :param SAVE_DFT: bool,
+                If True, MODULO will save the output in self.FOLDER OUT/MODULO_tmp
+
+        :return: Sorted_Freqs: np.array,
+                    Sorted Frequencies
+        :return Phi_F: np.array,
+                    DFT Phis
+        :return Sigma_F: np.array,
+                    DFT Sigmas
+        """
+        if self.D is None:
+            D = np.load(self.FOLDER_OUT + '/MODULO_tmp/data_matrix/database.npz')['D']
+            SAVE_DFT = True
+            Sorted_Freqs, Phi_F, SIGMA_F = dft_fit(self.N_T, F_S, D, self.FOLDER_OUT, SAVE_DFT=SAVE_DFT)
+
+        else:
+            Sorted_Freqs, Phi_F, SIGMA_F = dft_fit(self.N_T, F_S, self.D, self.FOLDER_OUT, SAVE_DFT=SAVE_DFT)
+
+        return Sorted_Freqs, Phi_F, SIGMA_F
+
+    def compute_SPOD_t(self, F_S, L_B=500, O_B=250, n_Modes=10, SAVE_SPOD=True):
+        """
+        This method computes the Spectral POD of your data. This is the one by Towne et al
+        (https://www.cambridge.org/core/journals/journal-of-fluid-mechanics/article/abs/spectral-proper-orthogonal-decomposition-and-its-relationship-to-dynamic-mode-decomposition-and-resolvent-analysis/EC2A6DF76490A0B9EB208CC2CA037717)
+
+        :param F_S: float,
+                Sampling Frequency [Hz]
+        :param L_B: float,
+                lenght of the chunks
+        :param O_B: float,
+                Overlapping between blocks in the chunk
+        :param n_Modes: float,
+               number of modes to be computed for each frequency
+        :param SAVE_SPOD: bool,
+                If True, MODULO will save the output in self.FOLDER OUT/MODULO_tmp
+        :return Psi_P_hat: np.array
+                Spectra of the SPOD Modes
+        :return Sigma_P: np.array
+                Amplitudes of the SPOD Modes.
+        :return Phi_P: np.array
+                SPOD Phis
+        :return freq: float
+                frequency bins for the Spectral POD
+
+
+        """
+        if self.D is None:
+            D = np.load(self.FOLDER_OUT + '/MODULO_tmp/data_matrix/database.npz')['D']
+            Phi_SP, Sigma_SP, Freqs_Pos = compute_SPOD_t(D, F_S, L_B=L_B, O_B=O_B,
+                                                         n_Modes=n_Modes, SAVE_SPOD=SAVE_SPOD,
+                                                         FOLDER_OUT=self.FOLDER_OUT, possible_svds=self.svd_solver)
+        else:
+            Phi_SP, Sigma_SP, Freqs_Pos = compute_SPOD_t(self.D, F_S, L_B=L_B, O_B=O_B,
+                                                         n_Modes=n_Modes, SAVE_SPOD=SAVE_SPOD,
+                                                         FOLDER_OUT=self.FOLDER_OUT, possible_svds=self.svd_solver)
+
+        return Phi_SP, Sigma_SP, Freqs_Pos
+
+        # New Decomposition: SPOD f
+
+    def compute_SPOD_s(self, F_S, N_O=100, f_c=0.3, n_Modes=10, SAVE_SPOD=True):
+        """
+        This method computes the Spectral POD of your data.
+        This is the one by Sieber
+        et al (https://www.cambridge.org/core/journals/journal-of-fluid-mechanics/article/abs/spectral-proper-orthogonal-decomposition/DCD8A6EDEFD56F5A9715DBAD38BD461A)
+
+        :param F_S: float,
+                Sampling Frequency [Hz]
+        :param N_o: float,
+                Semi-Order of the diagonal filter.
+                Note that the filter order will be 2 N_o +1 (to make sure it is odd)
+        :param f_c: float,
+                cut-off frequency of the diagonal filter
+        :param n_Modes: float,
+               number of modes to be computed
+        :param SAVE_SPOD: bool,
+                If True, MODULO will save the output in self.FOLDER OUT/MODULO_tmp
+        :return Psi_P: np.array
+                SPOD Psis
+        :return Sigma_P: np.array
+                SPOD Sigmas.
+        :return Phi_P: np.array
+                SPOD Phis
+        """
+
+        if self.D is None:
+            D = np.load(self.FOLDER_OUT + '/MODULO_tmp/data_matrix/database.npz')['D']
+
+            self.K = CorrelationMatrix(self.N_T, self.N_PARTITIONS, self.MEMORY_SAVING,
+                                       self.FOLDER_OUT, self.SAVE_K, D=D)
+
+            Phi_sP, Psi_sP, Sigma_sP = compute_SPOD_s(D, self.K, F_S, self.N_S, self.N_T, N_O, f_c,
+                                                      n_Modes, SAVE_SPOD, self.FOLDER_OUT, self.MEMORY_SAVING,
+                                                      self.N_PARTITIONS)
+
+        else:
+            self.K = CorrelationMatrix(self.N_T, self.N_PARTITIONS, self.MEMORY_SAVING,
+                                       self.FOLDER_OUT, self.SAVE_K, D=self.D)
+
+            Phi_sP, Psi_sP, Sigma_sP = compute_SPOD_s(self.D, self.K, F_S, self.N_S, self.N_T, N_O, f_c,
+                                                      n_Modes, SAVE_SPOD, self.FOLDER_OUT, self.MEMORY_SAVING,
+                                                      self.N_PARTITIONS)
+
+        # if self.D is None:
+        #     D = np.load(self.FOLDER_OUT + '/MODULO_tmp/data_matrix/database.npz')['D']
+        #     SAVE_SPOD = True
+        #     # TODO : Lorenzo check this stuff
+        # else:
+        #     D = self.D
+        #
+        # n_s = self.N_S  # Repeat variable for debugging compatibility
+        # n_t = self.N_T
+        #
+        # print('Computing Correlation Matrix \n')
+        #
+        # # The first step is the same as the POD: we compute the correlation matrix
+        # K = CorrelationMatrix(self.N_T, self.N_PARTITIONS, self.MEMORY_SAVING,
+        #                       self.FOLDER_OUT, D=self.D)
+        #
+        # # 1. Initialize the extended
+        # K_e = np.zeros((n_t + 2 * N_o, n_t + 2 * N_o))
+        # # From which we clearly know that:
+        # K_e[N_o:n_t + N_o, N_o:n_t + N_o] = K
+        #
+        # # 2. We fill the edges ( a bit of repetition but ok.. )
+        #
+        # # Row-wise, Upper part
+        # for i in range(0, N_o):
+        #     K_e[i, i:i + n_t] = K[0, :]
+        #
+        # # Row-wise, bottom part
+        # for i in range(N_o + n_t, n_t + 2 * N_o):
+        #     K_e[i, i - n_t + 1:i + 1] = K[-1, :]
+        #
+        #     # Column-wise, left part
+        # for j in range(0, N_o):
+        #     K_e[j:j + n_t, j] = K[:, 0]
+        #
+        #     # Column-wise, right part
+        # for j in range(N_o + n_t, 2 * N_o + n_t):
+        #     K_e[j - n_t + 1:j + 1, j] = K[:, -1]
+        #
+        # # Now you create the diagonal kernel in 2D
+        # h_f = firwin(N_o, f_c)  # Kernel in 1D
+        # # This is also something that must be put in a separate file:
+        # # To cancel the phase lag we make this non-causal with a symmetric
+        # # shift, hence with zero padding as equal as possible on both sides
+        # n_padd_l = round((n_t - N_o) / 2);
+        # n_padd_r = n_t - N_o - n_padd_l
+        #
+        # h_f_pad = np.pad(h_f, (n_padd_l, n_padd_r))  # symmetrically padded kernel in 1D
+        # h_f_2 = np.diag(h_f_pad)
+        #
+        # # Finally the filtered K is just
+        # K_F = signal.fftconvolve(K_e, h_f_2, mode='same')[N_o:n_t + N_o, N_o:n_t + N_o]
+        # # plt.plot(np.diag(K),'b--'); plt.plot(np.diag(K_F_e),'r')
+        #
+        # # From now on it's just POD:
+        # Psi_P, Sigma_P = Temporal_basis_POD(K_F, SAVE_SPOD,
+        #                                     self.FOLDER_OUT, self.n_Modes)
+        #
+        # Phi_P = Spatial_basis_POD(self.D, N_T=self.N_T, PSI_P=Psi_P, Sigma_P=Sigma_P,
+        #                           MEMORY_SAVING=self.MEMORY_SAVING, FOLDER_OUT=self.FOLDER_OUT,
+        #                           N_PARTITIONS=self.N_PARTITIONS)
+
+        return Phi_sP, Psi_sP, Sigma_sP
+
+    def compute_kPOD(self, M_DIST=[1, 10], k_m=0.1, cent=True,
+                     n_Modes=10, alpha=1e-6, metric='rbf', K_out=False):
+        """
+        This function implements the kernel PCA as described in the VKI course https://www.vki.ac.be/index.php/events-ls/events/eventdetail/552/-/online-on-site-hands-on-machine-learning-for-fluid-dynamics-2023
+
+        The computation of the kernel function is carried out as in https://arxiv.org/pdf/2208.07746.pdf.
+
+
+        :param M_DIST: array,
+                position of the two snapshots that will be considered to
+                estimate the minimal k. They should be the most different ones.
+        :param k_m: float,
+                minimum value for the kernelized correlation
+        :param alpha: float
+                regularization for K_zeta
+        :param cent: bool,
+                if True, the matrix K is centered. Else it is not
+        :param n_Modes: float,
+               number of modes to be computed
+        :param metric: string,
+               This identifies the metric for the kernel matrix. It is a wrapper to 'pairwise_kernels' from sklearn.metrics.pairwise
+               Note that different metrics would need different set of parameters. For the moment, only rbf was tested; use any other option at your peril !
+        :param K_out: bool,
+               If true, the matrix K is also exported as a fourth output.
+        :return Psi_xi: np.array
+               kPOD's Psis
+        :return Sigma_xi: np.array
+               kPOD's Sigmas.
+        :return Phi_xi: np.array
+               kPOD's Phis
+        :return K_zeta: np.array
+               Kernel Function from which the decomposition is computed.
+               (exported only if K_out=True)
+
+
+        """
+        if self.D is None:
+            D = np.load(self.FOLDER_OUT + '/MODULO_tmp/data_matrix/database.npz')['D']
+        else:
+            D = self.D
+
+        # Compute Eucledean distances
+        i, j = M_DIST;
+        n_s, n_t = np.shape(D)
+        M_ij = np.linalg.norm(D[:, i] - D[:, j]) ** 2
+
+        gamma = -np.log(k_m) / M_ij
+
+        K_zeta = pairwise_kernels(D.T, metric='rbf', gamma=gamma)
+        print('Kernel K ready')
+
+        # Compute the Kernel Matrix
+        n_t = np.shape(D)[1]
+        # Center the Kernel Matrix (if cent is True):
+        if cent:
+            H = np.eye(n_t) - 1 / n_t * np.ones_like(K_zeta)
+            K_zeta = H @ K_zeta @ H.T
+            print('K_zeta centered')
+        # Diagonalize and Sort
+        lambdas, Psi_xi = linalg.eigh(K_zeta + alpha * np.eye(n_t), subset_by_index=[n_t - n_Modes, n_t - 1])
+        lambdas, Psi_xi = lambdas[::-1], Psi_xi[:, ::-1];
+        Sigma_xi = np.sqrt(lambdas);
+        print('K_zeta diagonalized')
+        # Encode
+        # Z_xi=np.diag(Sigma_xi)@Psi_xi.T
+        # We compute the spatial structures as projections of the data
+        # onto the Psi_xi!
+        R = Psi_xi.shape[1]
+        PHI_xi_SIGMA_xi = np.dot(D, (Psi_xi))
+        # Initialize the output
+        PHI_xi = np.zeros((n_s, R))
+        SIGMA_xi = np.zeros((R))
+
+        for i in tqdm(range(0, R)):
+            # Assign the norm as amplitude
+            SIGMA_xi[i] = np.linalg.norm(PHI_xi_SIGMA_xi[:, i])
+            # Normalize the columns of C to get spatial modes
+            PHI_xi[:, i] = PHI_xi_SIGMA_xi[:, i] / SIGMA_xi[i]
+
+        Indices = np.flipud(np.argsort(SIGMA_xi))  # find indices for sorting in decreasing order
+        Sorted_Sigmas = SIGMA_xi[Indices]  # Sort all the sigmas
+        Phi_xi = PHI_xi[:, Indices]  # Sorted Spatial Structures Matrix
+        Psi_xi = Psi_xi[:, Indices]  # Sorted Temporal Structures Matrix
+        Sigma_xi = Sorted_Sigmas  # Sorted Amplitude Matrix
+        print('Phi_xi computed')
+
+        if K_out:
+            return Phi_xi, Psi_xi, Sigma_xi, K_zeta
+        else:
+            return Phi_xi, Psi_xi, Sigma_xi