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-rw-r--r--ot/utils.py31
1 files changed, 30 insertions, 1 deletions
diff --git a/ot/utils.py b/ot/utils.py
index 7dac283..bb21b38 100644
--- a/ot/utils.py
+++ b/ot/utils.py
@@ -77,6 +77,34 @@ def clean_zeros(a, b, M):
return a2, b2, M2
+def euclidean_distances(X, Y, squared=False):
+ """
+ Considering the rows of X (and Y=X) as vectors, compute the
+ distance matrix between each pair of vectors.
+ Parameters
+ ----------
+ X : {array-like}, shape (n_samples_1, n_features)
+ Y : {array-like}, shape (n_samples_2, n_features)
+ squared : boolean, optional
+ Return squared Euclidean distances.
+ Returns
+ -------
+ distances : {array}, shape (n_samples_1, n_samples_2)
+ """
+ XX = np.einsum('ij,ij->i', X, X)[:, np.newaxis]
+ YY = np.einsum('ij,ij->i', Y, Y)[np.newaxis, :]
+ distances = np.dot(X, Y.T)
+ distances *= -2
+ distances += XX
+ distances += YY
+ np.maximum(distances, 0, out=distances)
+ if X is Y:
+ # Ensure that distances between vectors and themselves are set to 0.0.
+ # This may not be the case due to floating point rounding errors.
+ distances.flat[::distances.shape[0] + 1] = 0.0
+ return distances if squared else np.sqrt(distances, out=distances)
+
+
def dist(x1, x2=None, metric='sqeuclidean'):
"""Compute distance between samples in x1 and x2 using function scipy.spatial.distance.cdist
@@ -104,7 +132,8 @@ def dist(x1, x2=None, metric='sqeuclidean'):
"""
if x2 is None:
x2 = x1
-
+ if metric == "sqeuclidean":
+ return euclidean_distances(x1, x2, squared=True)
return cdist(x1, x2, metric=metric)