LLT: The Linear-time Legendre Transform Algorithm

A fast algorithm to compute the Legendre-Fenchel conjugate of a multivariate function with a linear computation time.

A. Maple code

The biconjugate of the indicator function of an elliptic set
Biconjugate of an indicator function

B. Matlab code

Matlab code (ver 1.0, September 19, 1997)

C. References

Convergence of the conjugate
Convergence of the conjugate

Yves Lucet Last modified: May 18, 1999