Is there a Python function to compute minimal L2 norm between 2 matrices up to column permutation?

Question:

I have two sets of column vectors X = (X_1 … X_n), Y = (Y_1 … Y_n) of same shape.

I would like to compute something like this:

this

i.e the minimal L2 norm between X and Y up to column permutation. Is it possible to do it in less than O(n!)? Is it already implemented in Numpy for instance? Thank you in advance.

Asked By: Patrice

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Answers:

Apply
scipy.optimize.linear_sum_assignment
to the matrix A where Aij = ‖Xi − Yj‖.

Answered By: David Eisenstat