[For comparison only] Compute the PLQ Fitzpatrick function of infinite order of an operator on an (x,0) grid using Rockafellar functions.
F = plq_fitzinf0_direct(B)
matrix. A matrix [a;bm;bp] where a, bm (b-), and bp (b+) are row vectors as defined below.
The infinite-order, PLQ Fitzpatrick function of the operator A.
Warning: This function is provided only for comparison and unit testing. Faster results are achieved by using plq_fitzinf0.
Compute the PLQ Fitzpatrick function of infinite order of an operator A on a grid (x,0) as a maximum over Rockafellar functions, where B is defined as:
This function computes the PLQ Fitzpatrick function in quadratic time by calculating R(A,a(k)) for each k=1:m and taking the PLQ maximum. See also plq_rock, which plq_fitzinf0_direct uses to generate Rockafellar functions.
a = -4:4; bm = [-15,-13,-10,-7,-6,-4,0.5,1,1]; bp = [-13,-11,- 8,-6,-5, 0, 1,1,2]; B = [a;bm;bp]; x = -6:6; F = plq_fitzinf0_direct(B), plq_eval(F, x), | ![]() | ![]() |
Bryan Gardiner
, University of British Columbia, BC, Canada