add awesome sparse solver

3 files changed, 67 insertions, 20 deletions

diff --git a/ot/lp/EMD_wrapper.cpp b/ot/lp/EMD_wrapper.cpp
index 3ca7319..2aa44c1 100644
--- a/ot/lp/EMD_wrapper.cpp
+++ b/ot/lp/EMD_wrapper.cpp
@@ -111,23 +111,19 @@ int EMD_wrap_return_sparse(int n1, int n2, double *X, double *Y, double *D,
                     long *iG, long *jG, double *G,
                     double* alpha, double* beta, double *cost, int maxIter)  {
     // beware M and C anre strored in row major C style!!!
-     int n, m, i, cur;
+
+    // Get the number of non zero coordinates for r and c and vectors
+    int n, m, i, cur;
 
     typedef FullBipartiteDigraph Digraph;
     DIGRAPH_TYPEDEFS(FullBipartiteDigraph);
 
-    std::vector<int> indI(n), indJ(m);
-    std::vector<double> weights1(n), weights2(m);
-    Digraph di(n, m);
-    NetworkSimplexSimple<Digraph,double,double, node_id_type> net(di, true, n+m, n*m, maxIter);
-
-    // Get the number of non zero coordinates for r and c and vectors
+    // Get the number of non zero coordinates for r and c
     n=0;
     for (int i=0; i<n1; i++) {
         double val=*(X+i);
         if (val>0) {
-            weights1[ n ] = val;
-            indI[n++]=i;
+            n++;
         }else if(val<0){
 			return INFEASIBLE;
 		}
@@ -136,14 +132,42 @@ int EMD_wrap_return_sparse(int n1, int n2, double *X, double *Y, double *D,
     for (int i=0; i<n2; i++) {
         double val=*(Y+i);
         if (val>0) {
-            weights2[ m ] = -val;
-            indJ[m++]=i;
+            m++;
         }else if(val<0){
 			return INFEASIBLE;
 		}
     }
 
     // Define the graph
+
+    std::vector<int> indI(n), indJ(m);
+    std::vector<double> weights1(n), weights2(m);
+    Digraph di(n, m);
+    NetworkSimplexSimple<Digraph,double,double, node_id_type> net(di, true, n+m, n*m, maxIter);
+
+    // Set supply and demand, don't account for 0 values (faster)
+
+    cur=0;
+    for (int i=0; i<n1; i++) {
+        double val=*(X+i);
+        if (val>0) {
+            weights1[ cur ] = val;
+            indI[cur++]=i;
+        }
+    }
+
+    // Demand is actually negative supply...
+
+    cur=0;
+    for (int i=0; i<n2; i++) {
+        double val=*(Y+i);
+        if (val>0) {
+            weights2[ cur ] = -val;
+            indJ[cur++]=i;
+        }
+    }
+
+    // Define the graph
     net.supplyMap(&weights1[0], n, &weights2[0], m);
 
     // Set the cost of each edge
@@ -166,14 +190,17 @@ int EMD_wrap_return_sparse(int n1, int n2, double *X, double *Y, double *D,
             int i = di.source(a);
             int j = di.target(a);
             double flow = net.flow(a);
-            *cost += flow * (*(D+indI[i]*n2+indJ[j-n]));
-
-            *(G+cur) = flow;
-            *(iG+cur) = indI[i];
-            *(jG+cur) = indJ[j];
-            *(alpha + indI[i]) = -net.potential(i);
-            *(beta + indJ[j-n]) = net.potential(j);
-            cur++;
+            if (flow>0)
+            {
+                *cost += flow * (*(D+indI[i]*n2+indJ[j-n]));
+
+                *(G+cur) = flow;
+                *(iG+cur) = indI[i];
+                *(jG+cur) = indJ[j-n];
+                *(alpha + indI[i]) = -net.potential(i);
+                *(beta + indJ[j-n]) = net.potential(j);
+                cur++;
+            }
         }
 
     }
diff --git a/ot/lp/emd_wrap.pyx b/ot/lp/emd_wrap.pyx
index 345cb66..f183995 100644
--- a/ot/lp/emd_wrap.pyx
+++ b/ot/lp/emd_wrap.pyx
@@ -111,7 +111,7 @@ def emd_c(np.ndarray[double, ndim=1, mode="c"] a, np.ndarray[double, ndim=1, mod
         jG=np.zeros(nmax,dtype=np.int)
 
 
-        result_code = EMD_wrap_return_sparse(n1, n2, <double*> a.data, <double*> b.data, <double*> M.data, <long*> iG.data, <long*> jG.data, <double*> G.data, <double*> alpha.data, <double*> beta.data, <double*> &cost, max_iter)
+        result_code = EMD_wrap_return_sparse(n1, n2, <double*> a.data, <double*> b.data, <double*> M.data, <long*> iG.data, <long*> jG.data, <double*> Gv.data, <double*> alpha.data, <double*> beta.data, <double*> &cost, max_iter)
 
 
         return Gv, iG, jG, cost, alpha, beta, result_code
diff --git a/test/test_ot.py b/test/test_ot.py
index dacae0a..4d59e12 100644
--- a/test/test_ot.py
+++ b/test/test_ot.py
@@ -118,6 +118,26 @@ def test_emd_empty():
     np.testing.assert_allclose(w, 0)
 
 
+def test_emd_sparse():
+
+    n = 100
+    rng = np.random.RandomState(0)
+
+    x = rng.randn(n, 2)
+    x2 = rng.randn(n, 2)
+    u = ot.utils.unif(n)
+
+    M = ot.dist(x, x2)
+
+    G = ot.emd([], [], M)
+
+    Gs = ot.emd([], [], M, sparse=True)
+
+    # check G is the same
+    np.testing.assert_allclose(G, Gs.todense())
+    # check constraints
+
+
 def test_emd2_multi():
     n = 500  # nb bins