Features/1563 Add Dynamic Mode Decomposition (DMD)

[mrfh92]

Due Diligence

• General:
  • [X] title of the PR is suitable to appear in the Release Notes
• Implementation:
  • [ ] unit tests: all split configurations tested
  • [ ] unit tests: multiple dtypes tested
  • [ ] benchmarks: created for new functionality
  • [ ] benchmarks: performance improved or maintained
  • [ ] documentation updated where needed

Description

Issue/s resolved: #1563

Type of change

New feature (non-breaking change which adds functionality)

Does this change modify the behaviour of other functions? If so, which?

no