https://github.com/devmotion/optimaltransport.jl
Computation of optimal transport maps.
https://github.com/devmotion/optimaltransport.jl
Last synced: 5 months ago
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Computation of optimal transport maps.
- Host: GitHub
- URL: https://github.com/devmotion/optimaltransport.jl
- Owner: devmotion
- License: mit
- Created: 2020-03-11T13:01:17.000Z (over 6 years ago)
- Default Branch: master
- Last Pushed: 2020-03-11T13:01:41.000Z (over 6 years ago)
- Last Synced: 2025-04-05T01:44:01.733Z (about 1 year ago)
- Language: Julia
- Size: 5.86 KB
- Stars: 1
- Watchers: 3
- Forks: 0
- Open Issues: 1
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# OptimalTransport.jl
Computation of optimal transport maps.
[](https://travis-ci.com/devmotion/OptimalTransport.jl)
[](https://ci.appveyor.com/project/devmotion/OptimalTransport-jl)
[](https://codecov.io/gh/devmotion/OptimalTransport.jl)
[](https://coveralls.io/github/devmotion/OptimalTransport.jl?branch=master)
## Overview
This package allows the computation of optimal transport maps in the Julia language.
## Usage
Currently only the network simplex method is implemented. An optimal transport map
`P` and the dual potentials `f` and `g` can be computed with
```julia
P, f, g = earthmover(a, b, C)
```
where `a` and `b` are two histograms and `C` is the cost matrix.
## Bibliography
Peyré, G., & Cuturi, M.. (2018). Computational Optimal Transport. [arXiv:1803.00567](https://arxiv.org/abs/1803.00567).