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path: root/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;
}


int EMD_wrap_return_sparse(int n1, int n2, double *X, double *Y, double *D, 
                    long *iG, long *jG, double *G, long * nG,
                    double* alpha, double* beta, double *cost, int maxIter)  {
    // beware M and C anre strored in row major C style!!!

    // Get the number of non zero coordinates for r and c and vectors
    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;
        }
    }

    // Define the graph
    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);
        cur=0;
        for (; a != INVALID; di.next(a)) {
            int i = di.source(a);
            int j = di.target(a);
            double flow = net.flow(a);
            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++;
            }
        }
        *nG=cur; // nb of value +1 for numpy indexing

    }


    return ret;
}

int EMD_wrap_all_sparse(int n1, int n2, double *X, double *Y, 
                    long *iD, long *jD, double *D, long  nD,
                    long *iG, long *jG, double *G, long * nG,
                    double* alpha, double* beta, double *cost, int maxIter)  {
    // beware M and C anre strored in row major C style!!!

    // Get the number of non zero coordinates for r and c and vectors
    int n, m, cur;

    typedef FullBipartiteDigraph Digraph;
    DIGRAPH_TYPEDEFS(FullBipartiteDigraph);

    n=n1;
    m=n2;


    // Define the graph


    std::vector<double>  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)


    // Demand is actually negative supply...

    cur=0;
    for (int i=0; i<n2; i++) {
        double val=*(Y+i);
        if (val>0) {
            weights2[ cur ] = -val;
        }
    }

    // Define the graph
    net.supplyMap(X, n, &weights2[0], m);

    // Set the cost of each edge
    for (int k=0; k<nD; k++) {
            int i = iD[k];
            int j = jD[k];
            net.setCost(di.arcFromId(i*m+j), D[k]);
        
    }


    // Solve the problem with the network simplex algorithm

    int ret=net.run();
    if (ret==(int)net.OPTIMAL || ret==(int)net.MAX_ITER_REACHED) {
        *cost = net.totalCost();
        Arc a; di.first(a);
        cur=0;
        for (; a != INVALID; di.next(a)) {
            int i = di.source(a);
            int j = di.target(a);
            double flow = net.flow(a);
            if (flow>0)
            {
                
                *(G+cur) = flow;
                *(iG+cur) = i;
                *(jG+cur) = j-n;
                *(alpha + i) = -net.potential(i);
                *(beta + j-n) = net.potential(j);
                cur++;
            }
        }
        *nG=cur; // nb of value +1 for numpy indexing

    }


    return ret;
}