pl_lft_plt — Parametric Legendre Transform, PLT algorithm
[Conj, S] = pl_lft_plt(X, f, df)
column vector. A grid of points on which the function is sampled.
column vector. The value of the function on the grid X: usually Y(i)=f(X(i)) for some function f.
column vector. The value of the derivative of the function f evaluated on X, which is also the slope.
Compute numerically the Legendre Fenchel transform by generating a uniform grid between an interval a,b and computing s[i] = f'(x), and f*(s[i]) = x[i]s[i] - f(x[i]). Which returns a set S of slopes in the dom of f* and the values of f* on S.
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