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We can add a sum to zero constraint on a matrix where the rows and the columns both sum to zero. This is useful for random effect models where you have the random effect interaction coming from a matrix variate normal. In addition, this is useful to specify "cost" type matrices for optimal transport problems.
Description
We can add a sum to zero constraint on a matrix where the rows and the columns both sum to zero. This is useful for random effect models where you have the random effect interaction coming from a matrix variate normal. In addition, this is useful to specify "cost" type matrices for optimal transport problems.
I've put up the constraining transform, the free version, and the derivative in c++ at https://godbolt.org/z/qnW7xTeP7.
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