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Added column major order note to OT lecture #197

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Mar 21, 2022
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Added column major order note to OT lecture #197

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11 changes: 11 additions & 0 deletions lectures/opt_transport.md
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Expand Up @@ -366,6 +366,17 @@ print("z:", res.x)
print("X:", res.x.reshape((m,n), order='F'))
```

Notice how, in the line `C_vec = C.reshape((m*n, 1), order='F')`, we are
careful to vectorize using the flag `order='F'`.

This is consistent with converting $C$ into a vector by stacking all of its
columns into a column vector.

Here `'F'` stands for "Fortran", and we are using Fortran style column-major order.

(For an alternative approach, using Python's default row-major ordering, see [this
lecture by Alfred
Galichon](https://www.math-econ-code.org/mec-optim-b04).)

**Interpreting the warning:**

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