dual1d: Dual Solution of one-dimensional Optimal Transport

In gridOT: Approximate Optimal Transport Between Two-Dimensional Grids

Dual Solution of one-dimensional Optimal Transport

Description

Calculate an optimal dual pair for the optimal transport between discrete one-dimensional measures.

Usage

dual1d(a, b, wa, wb, p = 1, right.margin = 1e-15, sorted = FALSE)

Arguments

a	first vector of points.
b	second vector of points.
wa	weight vector of the first vector of points.
wb	weight vector of the second vector of points.
p	the power ≥q 1 of the cost function.
right.margin	small amount the points are moved by.
sorted	logical value indicating whether or not a and b are sorted.

Details

The pair f, g is an optimal dual pair if the optimal transport distance between the two distributions with respect to the cost function c(x, y) = | x - y |^p is given by

\langle f, w_a \rangle + \langle g, w_b \rangle

and the condition f_i + g_j ≤q | a_i - b_j |^p holds.

Value

a list containing the dual vectors pot.a and pot.b.

Examples

set.seed(1)
a <- 1:5
wa <- rep(1/5, 5)
b <- 1:6
wb <- runif(6)
wb <- wb / sum(wb)

d <- dual1d(a, b, wa, wb, p = 1)

dc <- sum(d$pot.a * wa) + sum(d$pot.b * wb)
print(all.equal(dc, transport_cost(a, b, wa, wb, p = 1)))

gridOT documentation built on Oct. 19, 2022, 1:06 a.m.