OptimalTransportTools
Documentation for OptimalTransportTools.
OptimalTransportTools.apply_K_sep!OptimalTransportTools.apply_K_sep!OptimalTransportTools.get_cost_matrixOptimalTransportTools.get_cost_matrix_separatedOptimalTransportTools.sinkhorn_barycenter_logsepOptimalTransportTools.sinkhorn_dvg_logsepOptimalTransportTools.softmin_separated!
OptimalTransportTools.apply_K_sep! — Methodapplies a ↦ b = Ka
OptimalTransportTools.apply_K_sep! — Methodapplies a ↦ b = Ka
OptimalTransportTools.get_cost_matrix — Methodgetcostmatrix(c)
c: separated cost matrix as a dx(nxn) vector of matrices
returns cost matrix C in non-separated form as a NxN matrix
TODO: different n along every dimension, d > 2
OptimalTransportTools.get_cost_matrix_separated — Methodgetcostmatrix_separated(n, d; a=0, b=0) n: number of discretization points along one dimension a: left interval bound b: right interval bound
returns cost matrix C in separated form as a dx(nxn) vector of matrices
TODO: non-cube-domains, different n along every dimension
OptimalTransportTools.sinkhorn_barycenter_logsep — Method!!! Averaged updates not implemented here
OptimalTransportTools.sinkhorn_dvg_logsep — MethodConvenience function for no given initial potentials
OptimalTransportTools.softmin_separated! — MethodThis maps (f, c, log_α) ↦ g = - ε log.(∑ₓ α .* exp ε⁻¹ ( f - C(.,y) ))