human
Solve the following python programming problem given the following code:
# Copyright 2018 Daniel Dazac
# MIT Licensed
# License and source: https://github.com/dfdazac/wassdistance/
class SinkhornDistance(torch.nn.Module):
    r"""
    Given two empirical measures each with :math:`P_1` locations
    :math:`x\in\mathbb{R}^{D_1}` and :math:`P_2` locations :math:`y\in\mathbb{R}^{D_2}`,
    outputs an approximation of the regularized OT cost for point clouds.
    Args:
        eps (float): regularization coefficient
        max_iter (int): maximum number of Sinkhorn iterations
        reduction (string, optional): Specifies the reduction to apply to the output:
            'none' | 'mean' | 'sum'. 'none': no reduction will be applied,
            'mean': the sum of the output will be divided by the number of
            elements in the output, 'sum': the output will be summed. Default: 'none'
    Shape:
        - Input: :math:`(N, P_1, D_1)`, :math:`(N, P_2, D_2)`
        - Output: :math:`(N)` or :math:`()`, depending on `reduction`
    """
    def __init__(self, eps, max_iter, reduction='none'):
        super(SinkhornDistance, self).__init__()
        self.eps = eps
        self.max_iter = max_iter
        self.reduction = reduction

    def forward(self, mu, nu, C):
        u = torch.zeros_like(mu)
        v = torch.zeros_like(nu)
        # To check if algorithm terminates because of threshold
        # or max iterations reached
        actual_nits = 0
        # Stopping criterion
        thresh = 1e-1

        # Sinkhorn iterations
        for i in range(self.max_iter):
            u1 = u  # useful to check the update
            u = self.eps * (torch.log(mu+1e-8) - torch.logsumexp(self.M(C, u, v), dim=-1)) + u
            v = self.eps * (torch.log(nu+1e-8) - torch.logsumexp(self.M(C, u, v).transpose(-2, -1), dim=-1)) + v
            err = (u - u1).abs().sum(-1).mean()

            actual_nits += 1
            if err.item() < thresh:
                break

        U, V = u, v
        # Transport plan pi = diag(a)*K*diag(b)
        pi = torch.exp(self.M(C, U, V))
        # Sinkhorn...
Given the above code, generate some markdown instructions for it.
assistant
#Here is the Python program you requested.

Performance comparison to existing implementations
We copy the code of Dazac's recent blog post in order to compare performance.
Dazac uses early stopping, but this comes at the cost of introducing a synchronization point after each iteration. I modified the code to take the distance matrix as an argument.