OptimalTransport.jl

Computation of optimal transport maps.

Overview

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.

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LICENSE		LICENSE
Project.toml		Project.toml
README.md		README.md