Computational Convex Analysis - CCA numerical library

Our latest work has focused on computational algorithms for bivariate functions. It is available through GitHub.

The univariate and grid-based version of the CCA numerical library is available on MATLAB version (also available from MATLAB exchange); a scilab version is available at Scilab ATOMS .

Both libraries contain extensive demos, and numerous tests (at last count 234 unit tests with a statement coverage of 92%).

The Computational Convex Analysis numerical library contains efficient algorithms to manipulate convex functions, and to compute fundamental convex analysis transforms. The library is coded using Scilab, a numerical software freely available, or MATLAB. You can obtain more (somewhate obsolete) information by clicking on the following links.

• More information on the library.
• Documentation including the list of available functions.

If you find the library useful, please quote the relevant papers. I would greatly appreciate an email letting me know so I can justify more support for developing the code further. If you use the library in your research, please mention it in the acknowledgment of your published research.

Please do not hesitate to send me any patch, bug report, or wish list for new features.

Thank you for your interest.