Merge branch 'master' into stochastic_OT

1 files changed, 11 insertions, 7 deletions

diff --git a/ot/bregman.py b/ot/bregman.py
index b017c1a..c755f51 100644
--- a/ot/bregman.py
+++ b/ot/bregman.py
@@ -344,8 +344,13 @@ def sinkhorn_knopp(a, b, M, reg, numItermax=1000,
 
     # print(reg)
 
-    K = np.exp(-M / reg)
+    # Next 3 lines equivalent to K= np.exp(-M/reg), but faster to compute
+    K = np.empty(M.shape, dtype=M.dtype)
+    np.divide(M, -reg, out=K)
+    np.exp(K, out=K)
+
     # print(np.min(K))
+    tmp2 = np.empty(b.shape, dtype=M.dtype)
 
     Kp = (1 / a).reshape(-1, 1) * K
     cpt = 0
@@ -353,6 +358,7 @@ def sinkhorn_knopp(a, b, M, reg, numItermax=1000,
     while (err > stopThr and cpt < numItermax):
         uprev = u
         vprev = v
+
         KtransposeU = np.dot(K.T, u)
         v = np.divide(b, KtransposeU)
         u = 1. / np.dot(Kp, v)
@@ -373,8 +379,9 @@ def sinkhorn_knopp(a, b, M, reg, numItermax=1000,
                 err = np.sum((u - uprev)**2) / np.sum((u)**2) + \
                     np.sum((v - vprev)**2) / np.sum((v)**2)
             else:
-                transp = u.reshape(-1, 1) * (K * v)
-                err = np.linalg.norm((np.sum(transp, axis=0) - b))**2
+                # compute right marginal tmp2= (diag(u)Kdiag(v))^T1
+                np.einsum('i,ij,j->j', u, K, v, out=tmp2)
+                err = np.linalg.norm(tmp2 - b)**2  # violation of marginal
             if log:
                 log['err'].append(err)
 
@@ -389,10 +396,7 @@ def sinkhorn_knopp(a, b, M, reg, numItermax=1000,
         log['v'] = v
 
     if nbb:  # return only loss
-        res = np.zeros((nbb))
-        for i in range(nbb):
-            res[i] = np.sum(
-                u[:, i].reshape((-1, 1)) * K * v[:, i].reshape((1, -1)) * M)
+        res = np.einsum('ik,ij,jk,ij->k', u, K, v, M)
         if log:
             return res, log
         else: