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Add sum_to_zero_matrix #3132

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spinkney opened this issue Nov 25, 2024 · 0 comments
Open

Add sum_to_zero_matrix #3132

spinkney opened this issue Nov 25, 2024 · 0 comments

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@spinkney
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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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