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author | Gard Spreemann <gspr@nonempty.org> | 2020-01-20 14:07:53 +0100 |
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committer | Gard Spreemann <gspr@nonempty.org> | 2020-01-20 14:07:53 +0100 |
commit | bdfb24ff37ea777d6e266b145047cd4e281ebac3 (patch) | |
tree | 00cbac5f3dc25a4ee76164828abd72c1cbab37cc /ot/lp/EMD_wrapper.cpp | |
parent | abc441b00f0fe2fa4ef0efc4e1aa67b27cca9a13 (diff) | |
parent | 5e70a77fbb2feec513f21c9ef65dcc535329ace6 (diff) |
Merge tag '0.6.0' into debian/sid
Diffstat (limited to 'ot/lp/EMD_wrapper.cpp')
-rw-r--r-- | ot/lp/EMD_wrapper.cpp | 107 |
1 files changed, 107 insertions, 0 deletions
diff --git a/ot/lp/EMD_wrapper.cpp b/ot/lp/EMD_wrapper.cpp new file mode 100644 index 0000000..fc7ca63 --- /dev/null +++ b/ot/lp/EMD_wrapper.cpp @@ -0,0 +1,107 @@ +/* This file is a c++ wrapper function for computing the transportation cost + * between two vectors given a cost matrix. + * + * It was written by Antoine Rolet (2014) and mainly consists of a wrapper + * of the code written by Nicolas Bonneel available on this page + * http://people.seas.harvard.edu/~nbonneel/FastTransport/ + * + * It was then modified to make it more amenable to python inline calling + * + * Please give relevant credit to the original author (Nicolas Bonneel) if + * you use this code for a publication. + * + */ + +#include "EMD.h" + + +int EMD_wrap(int n1, int n2, double *X, double *Y, double *D, 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; + + typedef FullBipartiteDigraph Digraph; + DIGRAPH_TYPEDEFS(FullBipartiteDigraph); + + // 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) { + n++; + }else if(val<0){ + return INFEASIBLE; + } + } + m=0; + for (int i=0; i<n2; i++) { + double val=*(Y+i); + if (val>0) { + 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; + } + } + + + net.supplyMap(&weights1[0], n, &weights2[0], m); + + // Set the cost of each edge + for (int i=0; i<n; i++) { + for (int j=0; j<m; j++) { + double val=*(D+indI[i]*n2+indJ[j]); + net.setCost(di.arcFromId(i*m+j), val); + } + } + + + // Solve the problem with the network simplex algorithm + + int ret=net.run(); + if (ret==(int)net.OPTIMAL || ret==(int)net.MAX_ITER_REACHED) { + *cost = 0; + Arc a; di.first(a); + for (; a != INVALID; di.next(a)) { + 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+indI[i]*n2+indJ[j-n]) = flow; + *(alpha + indI[i]) = -net.potential(i); + *(beta + indJ[j-n]) = net.potential(j); + } + + } + + + return ret; +} |