Computation of optimal transport maps.
This package allows the computation of optimal transport maps in the Julia language.
Currently only the network simplex method is implemented. An optimal transport map
P
and the dual potentials f
and g
can be computed with
P, f, g = earthmover(a, b, C)
where a
and b
are two histograms and C
is the cost matrix.
Peyré, G., & Cuturi, M.. (2018). Computational Optimal Transport. arXiv:1803.00567.