The Wasserstein metric matrix and its computational property

LINEAR ALGEBRA AND ITS APPLICATIONS(2024)

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摘要
By further exploring and deeply analyzing the concrete algebraic structures and essential computational properties about the Wasserstein-1 metric matrices of one-and two-dimensions, we show that they can be essentially expressed by the Neu-mann series of nilpotent matrices and, therefore, the products of these matrices with a prescribed vector can be accomplished accurately and stably in the optimal computational complexities through solving unit bidiagonal triangular systems of linear equations. We also give appropriate generalizations of these one-and two-dimensional Wasserstein-1 metric matrices, as well as their corresponding extensions to higher dimensions, and demonstrate the algebraic structures and computational properties of these generalized and extended Wasserstein-1 metric matrices.(c) 2023 Elsevier Inc. All rights reserved.
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关键词
Wasserstein metric,Computational property,Matrix -vector multiplication,Fast computation
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