/Sinkhorn-Knoop-Scaling

A simple iterative method to approach the double stochastic matrix is to alternately rescale all rows and all columns of A to sum to 1. Both CPU and GPU parallelism is exploited.

Primary LanguageC++

sinkhorn_knopp_scaling

A simple iterative method to approach the double stochastic matrix is to alternately rescale all rows and all columns of A to sum to 1. Both CPU and GPU parallelism is exploited.