Compute the PLQ Rockafellar function R(A,a(k)) of an operator A.
R = plq_rock(B, k)
matrix. A matrix [a;bm;bp] where a, bm (b-), and bp (b+) are row vectors as defined below.
integer. 1<=k<=m. The index of the a values for which to compute R(A,a(k)). i<=k use bm, i>=k use bp.
Compute the PLQ Rockafellar function R(A,a(k)) of an operator A, where B is defined below. This function runs in linear time, computing a PLQ piece for each i=1:m+1 where a(i-1) < x <= a(i).
Bryan Gardiner
, University of British Columbia, BC, Canada