Function solve_G

ot/mapping.py:570–591

Update G with CG algorithm

(L, G0)

        return nx.solve(xstxs + eta * Id, nx.dot(xs1.T, xst) + eta * I0)

    def solve_G(L, G0):
        """Update G with CG algorithm"""
        xsi = nx.dot(xs1, L)

        def f(G):
            return nx.sum((xsi - ns * nx.dot(G, xt)) ** 2)

        def df(G):
            return -2 * ns * nx.dot(xsi - ns * nx.dot(G, xt), xt.T)

        G = cg(
            a,
            b,
            M,
            1.0 / mu,
            f,
            df,
            G0=G0,
            numItermax=numInnerItermax,
            stopThr=stopInnerThr,
        )
        return G

    L = solve_L(G)