This repository has been archived by the owner on Aug 31, 2022. It is now read-only.
Sqrt matrix jacobian + autotune options for epsilon
In this release:
- implicit differentiation for sqrtm. Since sqrtm operates on n x n matrices, and an implicit solve is typically cubic, complexity is O(n^6), therefore only tractable for very small n.
- autotune epsilon options. When running Transport or instantiating a Geometry, the epsilon value is by default 1/20th of the mean of the cost matrix. When passing an epsilon value, Geometry assumes the value is the correct one. If setting relative_epsilon = True, that value will be interpreted as a fraction of the mean of the cost matrix.