add test sinkhorn

Author: rflamary

Makefile

@@ -39,6 +39,9 @@ pep8 :
 
 test : FORCE pep8
 	python -m py.test -v test/
+	
+pytest : FORCE 
+	python -m py.test -v test/	
 
 uploadpypi :
 	#python setup.py register

ot/gpu/bregman.py

@@ -9,7 +9,7 @@
 
 def sinkhorn(a, b, M_GPU, reg, numItermax=1000, stopThr=1e-9, verbose=False,
                 log=False, returnAsGPU=False):
-    """
+    r"""
     Solve the entropic regularization optimal transport problem on GPU
 
     The function solves the following optimization problem:

test/test_ot.py

@@ -18,8 +18,9 @@ def test_doctest():
 
 
 def test_emd_emd2():
-    # test emd
+    # test emd and emd2 for simple identity
     n = 100
+    np.random.seed(0)
 
     x = np.random.randn(n, 2)
     u = ot.utils.unif(n)
@@ -35,14 +36,13 @@ def test_emd_emd2():
 
     # check loss=0
     assert np.allclose(w, 0)
-
-
-#@pytest.mark.skip(reason="Seems to be a conflict between pytest and multiprocessing")
+    
 def test_emd2_multi():
 
     from ot.datasets import get_1D_gauss as gauss
 
     n = 1000  # nb bins
+    np.random.seed(0)
 
     # bin positions
     x = np.arange(n, dtype=np.float64)
@@ -72,4 +72,40 @@ def test_emd2_multi():
     emdn = ot.emd2(a, b, M)
     ot.toc('multi proc : {} s')
 
-    assert np.allclose(emd1, emdn)
+    assert np.allclose(emd1, emdn)    
+    
+    
+def test_sinkhorn():
+    # test sinkhorn 
+    n = 100
+    np.random.seed(0)
+
+    x = np.random.randn(n, 2)
+    u = ot.utils.unif(n)
+
+    M = ot.dist(x, x)
+
+    G = ot.sinkhorn(u, u, M,1,stopThr=1e-10)
+
+    # check constratints
+    assert np.allclose(u, G.sum(1), atol=1e-05) # cf convergence sinkhorn
+    assert np.allclose(u, G.sum(0), atol=1e-05) # cf convergence sinkhorn
+ 
+def test_sinkhorn_variants():
+    # test sinkhorn 
+    n = 100
+    np.random.seed(0)
+
+    x = np.random.randn(n, 2)
+    u = ot.utils.unif(n)
+
+    M = ot.dist(x, x)
+
+    G0 = ot.sinkhorn(u, u, M,1, method='sinkhorn',stopThr=1e-10)
+    Gs = ot.sinkhorn(u, u, M,1, method='sinkhorn_stabilized',stopThr=1e-10)
+    Ges = ot.sinkhorn(u, u, M,1, method='sinkhorn_epsilon_scaling',stopThr=1e-10)
+
+    # check constratints
+    assert np.allclose(G0, Gs, atol=1e-05) 
+    assert np.allclose(G0, Ges, atol=1e-05) #
+