Fast Sinkhorn. I: An \(O(N)\) algorithm for the Wasserstein-1 metric

DOI10.4310/CMS.2022.V20.N7.A11zbMath1503.49027arXiv2202.10042MaRDI QIDQ2103082

Qichen Liao, Jing Chen, Bo Bai, Hao Wu, Zihao Wang, Shih Jin

Publication date: 13 December 2022

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.10042

zbMATH Keywords

fast algorithmoptimal transportsinkhorn algorithmFS-1 algorithmWasserstein-1 metric

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Discrete approximations in optimal control (49M25) Optimal transportation (49Q22)

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A fast solver for generalized optimal transport problems based on dynamical system and algebraic multigrid ⋮ Fast sinkhorn. II: Collinear triangular matrix and linear time accurate computation of optimal transport

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