[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.
Bryan Gardiner
, University of British Columbia, BC, Canada