Symmetric quad [DRAFT]

[zsteve]

The semi-smooth Newton algorithm of [Lorenz et al. 2019] can be specialised to the case of symmetric inputs, much like the approach already used for symmetric Sinkhorn algorithm in the already implemented Sinkhorn divergence. This problem can be solved faster than the non-symmetric case.

Reference:
Quadratically regularized optimal transport. DA Lorenz, P Manns, C Meyer - Applied Mathematics & Optimization, 2019

[coveralls]

Pull Request Test Coverage Report for Build 5368364749

Details

• 0 of 239 (0.0%) changed or added relevant lines in 1 file are covered.
• 2 unchanged lines in 2 files lost coverage.
• Overall coverage decreased (-24.9%) to 70.358%

---

Changes Missing Coverage	Covered Lines	Changed/Added Lines	%
src/quadratic_newton_symm.jl	0	239	0.0%

Files with Coverage Reduction	New Missed Lines	%
src/entropic/sinkhorn_unbalanced.jl	1	96.08%
src/entropic/symmetric.jl	1	94.92%

Totals
Change from base Build 2897651829:	-24.9%
Covered Lines:	648
Relevant Lines:	921

---

💛 - Coveralls

[codecov-commenter]

Codecov Report

❌ Patch coverage is 0% with 240 lines in your changes missing coverage. Please review.
✅ Project coverage is 70.28%. Comparing base (9da044c) to head (bb223f6).
⚠️ Report is 11 commits behind head on master.

Files with missing lines	Patch %	Lines
src/quadratic_newton_symm.jl	0.00%	240 Missing ⚠️

Additional details and impacted files

@@             Coverage Diff             @@
##           master     #160       +/-   ##
===========================================
- Coverage   95.30%   70.28%   -25.02%     
===========================================
  Files          14       16        +2     
  Lines         681      922      +241     
===========================================
- Hits          649      648        -1     
- Misses         32      274      +242     

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[davibarreira]

Are we supposed to review this? The "[Draft]" is throwing me off.