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othmane was discussing with me as we spotted this. the generic GW initializer materializes a rank 1 matrix (product of marginals) to then have this taken as a product with Cx on the left and Cy on the right. It would be more effective to save this cubic operation by computing instead (Cx a) (Cy^T b)^T using two apply and then materialize that cost. here everything remains quadratic.
ott/src/ott/problems/quadratic/quadratic_problem.py
Line 225 in 2f5242b
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