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
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+++ b/ot/lp/EMD_wrapper.cpp
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+/* 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;
+}