Unified Sinkhorn algorithm returning dual potentials for warm-starting

This variant returns both the transport plan and the (log) scaling vectors that can be reused to warm-start subsequent Sinkhorn solves.

Usage

sinkhorn_unified_potentials(
  cost,
  a,
  b,
  epsilon,
  log_u0 = NULL,
  log_v0 = NULL,
  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

log_u0

Optional warm-start log scaling for rows (length n)

log_v0

Optional warm-start log scaling for columns (length m)

max_iter

Maximum iterations

tol

Convergence tolerance

stabilized

Use log-domain stabilization for small epsilon

Value

A list with elements pi (plan), log_u, log_v