Evaluate the Fitzpatrick function of infinite order of an operator on a grid using Rockafellar functions.
F = op_fitzinf(B, x, xstar)
matrix. An matrix [a;bm;bp] where a, bm (b-), and bp (b+) are row vectors as defined below.
column vector. The x values of the grid on which the Fitzpatrick function is evaluated.
column vector. The x* values of the grid on which the Fitzpatrick function is evaluated.
Evaluates the Fitzpatrick function of infinite order of an operator A on a grid (x,x*) using Rockafellar functions, where B is defined as:
This function computes the Rockafellar functions R(A,a(k)) for all k=1..m, evaluates the functions at (x,x*), then uses LLT1d algorithm to find the maximum result. It runs in O(m^2 + m*Nx + N) time, or O(m^2) when m==Nx==Nxstar. See also plq_rock, which returns PLQ Rockafellar functions, and plq_fitzinf0, which returns PLQ Fitzpatrick functions.
Bryan Gardiner
, University of British Columbia, BC, Canada