Numerical Computation of Fitzpatrick Functions
Journal of convex analysis, Tome 16 (2009) no. 3, pp. 779-79
Fitzpatrick functions provide insights into the structure of operators. To help understand their information, we investigate their efficient numerical computation on a grid for operators with finite graphs defined on the real line. Our algorithms take advantage of existing computational Convex Analysis frameworks to improve previous worst-case time complexity results from quartic to quadratic. We also provide a linear-time algorithm for the computation of antiderivatives based on the Fitzpatrick function of infinite order.
@article{JCA_2009_16_3_JCA_2009_16_3_a12,
author = {B. Gardiner and Y. Lucet},
title = {Numerical {Computation} of {Fitzpatrick} {Functions}},
journal = {Journal of convex analysis},
pages = {779--79},
year = {2009},
volume = {16},
number = {3},
url = {http://geodesic.mathdoc.fr/item/JCA_2009_16_3_JCA_2009_16_3_a12/}
}
B. Gardiner; Y. Lucet. Numerical Computation of Fitzpatrick Functions. Journal of convex analysis, Tome 16 (2009) no. 3, pp. 779-79. http://geodesic.mathdoc.fr/item/JCA_2009_16_3_JCA_2009_16_3_a12/