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Bertsekas auction algorithm for asymmetric matrices with positive real coefficients (from 0 to 1; eg. MHT data association)
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Bertsekas auction algorithm for asymmetric matrices with positive real coefficients (from 0 to 1; eg. MHT data association) - Multithreaded implementation (gauss-seidel) included in AuctionMT; works for dense matrices (Eigen) and sparse matrices (own implementation, might be changed soon)