plq_lft - Piecewise linear quadratic (plq), Legendre-Fenchel conjugate
Compute the Legendre-Fenchel transform (LFT) of a convex plq function, where the input and output are given in the form of a plq matrix.
//Example 1. plqf=[0,1,0,0;1,0,1,0;%inf,3, -4, 2]; result= plq_lft(plqf); //Example 2. //Building a plq function from the exponential function. i.e. plq_lft function requires a plq function as input, therefore we must build it. plqf=plq_build(linspace(-2,2,10),exp,exp,%f); x=linspace(0,4)'; result= plq_lft(plqf); y=plq_eval(plqf,x); plot2d(x,y);
Yves Lucet, University of British Columbia, BC, Canada