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Sqrt matrix jacobian + autotune options for epsilon

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@marcocuturi marcocuturi released this 18 Jun 17:02
· 148 commits to master since this release

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.