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CCA (Computational Convex Analysis) >> plq > plq_diff

plq_diff

Piecewise linear quadratic (plq), function differentiation

Calling Sequence

plqdf = plq_diff(plqf)

Parameters

plqf

matrix. A PLQ function.

plqdf

matrix. The PLQ function that is the derivative of plqf.

Description

Computes the piecewise linear derivative of plqf as a PLQ function. An error will be raised if plqf is not differentiable.

This function runs in O(n) time, where n is the number of pieces in plqf.

Examples

plqf = [-1,1,2,1; 1,0,0,0; %inf,1,-2,1];
plqdf = plq_diff(plqf),
scf(); plq_plot(plqf);
scf(); plq_plot(plqdf);

See Also

Authors

Bryan Gardiner, University of British Columbia, BC, Canada

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