OptimalTransport.jl

Computation of optimal transport maps.

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

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.