add a demo in examples

Author: KrzakalaPaul

examples/gromov/symmetric_linesearch.py

@@ -0,0 +1,27 @@
+import numpy as np
+from ot.gromov._gw import solve_gromov_linesearch
+from time import time
+
+n = 1000
+
+C1 = np.random.random((n, n))
+C1 = C1 + C1.T
+C2 = np.random.random((n, n))
+C2 = C2 + C2.T
+
+G1 = np.ones((n, n)) / (n**2)
+G2 = np.eye(n) / n
+
+tic = time()
+alpha2, _, _ = solve_gromov_linesearch(G1, G2 - G1, cost_G=0, C1=C1, C2=C2, M=0, reg=1, symmetric=False)
+tac = time()
+
+print(f'Linesearch time without symmetric assumption {tac-tic}')
+
+tic = time()
+alpha1, _, _ = solve_gromov_linesearch(G1, G2 - G1, cost_G=0, C1=C1, C2=C2, M=0, reg=1, symmetric=True)
+tac = time()
+
+print(f'Linesearch time with symmetric assumption {tac-tic}')
+
+assert alpha1 == alpha2