Faster than the fast Legendre transform, the linear-time Legendre transform (Q1385149)

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scientific article; zbMATH DE number 1146031
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    Faster than the fast Legendre transform, the linear-time Legendre transform
    scientific article; zbMATH DE number 1146031

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      Faster than the fast Legendre transform, the linear-time Legendre transform (English)
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      23 June 1998
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      An algorithm is proposed for numerical computation of the Legendre-Fenchel transform \(u^*(s)= \sup_x[\langle s,x\rangle- u(x)]\) with a linear-time complexity in arbitrary space dimensions. A corresponding MATLAB package is described and illustrated with examples.
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      Legendre-Fenchel transform
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      convex hull
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      linear-time complexity
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      MATLAB package
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