title: linear_sum_assignment with large sets
body: <p>Given two sets of points in n-dimensional space, both sets have the same size, one can one map points from one set to the other, such that each point is only used once and the total euclidean distance between the pairs of points is minimized using the linear_sum_assignment from scipy (an example can be found <a href="https://stackoverflow.com/a/39019606/3706068">here</a>.</p>
  
  <p>However, this requires to explicitly set up the cost matrix which can become prohibitive for large point sets.</p>
  
  <p>What would be the best way to solve this problem in python if the distance between each two points can be computed but the point sets are so large that an explicit cost matrix is prohibitive?</p>