Nonequispaced fast Fourier transform boost for the Sinkhorn algorithm

DOI10.1553/etna_vol58s289zbMath1512.90135arXiv2201.07524MaRDI QIDQ6105414

Alois Pichler, Rajmadan Lakshmanan, Daniel Potts

Publication date: 9 June 2023

Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2201.07524

zbMATH Keywords

entropyoptimal transportNFFTSinkhorn's divergence

Mathematics Subject Classification ID

Stochastic programming (90C15) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) General theory of stochastic processes (60G07)

Cites Work

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• Stabilized Sparse Scaling Algorithms for Entropy Regularized Transport Problems
• Diagonal Equivalence to Matrices with Prescribed Row and Column Sums
• Optimal Transport

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