KL translation-invariant Sinkhorn (dense cost) — uot_ti_sinkhorn_kl_dense

CPU implementation of the KL translation-invariant Sinkhorn updates for entropic unbalanced OT with KL marginal penalties.

Usage

uot_ti_sinkhorn_kl_dense_cpp(
  cost,
  alpha,
  beta,
  epsilon,
  rho1,
  rho2,
  max_iter = 2000L,
  tol = 1e-06
)

Arguments

cost: Dense cost matrix (n x m).
alpha: Source masses (length n, nonnegative, not all zero).
beta: Target masses (length m, nonnegative, not all zero).
epsilon: Entropic regularization parameter (> 0).
rho1: KL penalty on the first marginal (> 0).
rho2: KL penalty on the second marginal (> 0).
max_iter: Maximum number of iterations.
tol: Stopping tolerance on the infinity-norm iterate difference.

Value

A list with translation-invariant potentials `fbar`, `gbar`, translated dual potentials `f`, `g`, translation `lambda`, iteration count, convergence flag, and last residual.