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 1705962487

Warning: This coverage report may be inaccurate.

This pull request's base commit is no longer the HEAD commit of its target branch. This means it includes changes from outside the original pull request, including, potentially, unrelated coverage changes.

• For more information on this, see Tracking coverage changes with pull request builds.
• To avoid this issue with future PRs, see these Recommended CI Configurations.
• For a quick fix, rebase this PR at GitHub. Your next report should be accurate.

Details

• 0 of 107 (0.0%) changed or added relevant lines in 1 file are covered.
• No unchanged relevant lines lost coverage.
• Overall coverage decreased (-13.8%) to 81.646%

---

Changes Missing Coverage	Covered Lines	Changed/Added Lines	%
src/quadratic_newton_symm.jl	0	107	0.0%
<!--	Total:	0	107

Totals
Change from base Build 1620585433:	-13.8%
Covered Lines:	605
Relevant Lines:	741

---

💛 - Coveralls

[codecov-commenter]

Codecov Report

Merging #160 (c95b498) into master (de56119) will decrease coverage by 13.77%. The diff coverage is 0.00%.

@@             Coverage Diff             @@
##           master     #160       +/-   ##
===========================================
- Coverage   95.42%   81.64%   -13.78%     
===========================================
  Files          14       15        +1     
  Lines         634      741      +107     
===========================================
  Hits          605      605               
- Misses         29      136      +107     

Impacted Files	Coverage Δ
src/quadratic_newton_symm.jl	0.00% <0.00%> (ø)

---

Continue to review full report at Codecov.

Legend - Click here to learn more Δ = absolute <relative> (impact), ø = not affected, ? = missing data Powered by Codecov. Last update de56119...c95b498. Read the comment docs.

[davibarreira]

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