Utilities

sinkhorn(A; r=[], c=[], maxit=1000, δ=1e-6, verbose=false)

Compute the row and column multiplicative factors that constrain marginals of A to unity. Returns a boolean flag if algorithm converges within tolerance δ within maxit iterations. If r is given and non-empty, row marginals will be constrained to user-supplied inputs. If c is given and non-empty, column marginals will be constrained to user-supplied inputs.