Faster than the fast Legendre transform, the linear-time Legendre transform (Q1385149)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Faster than the fast Legendre transform, the linear-time Legendre transform |
scientific article |
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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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