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We derive an a priori parameter range for overrelaxation of the Sinkhorn algorithm, which guarantees global convergence and a strictly faster asymptotic local convergence.
Diagonal equivalence to matrices with prescribed row and column sums
R. Sinkhorn · 1967
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Concerning nonnegative matrices and doubly stochastic matrices
R. Sinkhorn and P. Knopp · 1967
Earlier work this paper cites.
Iterative solution of large linear systems
D. M. Young · 1971
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Aspects of nonlinear block successive overrelaxation
L. A. Hageman and T. A. Porsching · 1975
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On the scaling of multidimensional matrices
J. Franklin and J. Lorenz · 1989
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An elementary proof of the Birkhoff-Hopf theorem
S. P. Eveson and R. D. Nussbaum · 1995
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The Sinkhorn-Knopp algorithm: convergence and applications
P. A. Knight · 2008
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Density functional theory and optimal transportation with Coulomb cost
C. Cotar, G. Friesecke, and C. Klüppelberg · 2013
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Sinkhorn distances: Lightspeed computation of optimal transport
M. Cuturi · 2013
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A fast algorithm for matrix balancing
P. A. Knight and D. Ruiz · 2013
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Regularized discrete optimal transport
S. Ferradans, N. Papadakis, G. Peyré, and J.-F. Aujol · 2014
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Modeling and analysis of compositional data
V. Pawlowsky-Glahn, J. J. Egozcue, and R. Tolosana-Delgado · 2015
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The mathematics of compositional analysis
C. Barcelo-Vidal and J.-A. Martin-Fernandez · 2016
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Iterative solution of large sparse systems of equations
W. Hackbusch · 2016
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A Sinkhorn-Newton method for entropic optimal transport
C. Brauer, C. Clason, D. Lorenz, and B. Wirth · 2017
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Quantum entropic regularization of matrix-valued optimal transport
G. Peyré, L. Chizat, F.-X. Vialard, and J. Solomon · 2019
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Computational optimal transport
G. Peyré and M. Cuturi · 2019
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POT: Python Optimal Transport
R. Flamary · 2021
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Overrelaxed Sinkhorn-Knopp algorithm for regularized optimal transport
A. Thibault, L. Chizat, C. Dossal, and N. Papadakis · 2021
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