Unified Sinkhorn algorithm with optional log-domain stabilization

Unified Sinkhorn algorithm with optional log-domain stabilization

Usage

sinkhorn_unified(
  cost,
  a,
  b,
  epsilon,
  max_iter = 1000L,
  tol = 1e-09,
  stabilized = TRUE
)

Arguments

cost

Cost matrix (n x m)

a

Source marginal (n x 1)

b

Target marginal (m x 1)

epsilon

Entropic regularization parameter

max_iter

Maximum iterations

tol

Convergence tolerance

stabilized

Use log-domain stabilization for numerical stability

Value

Transport plan matrix