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Legendre Transformation of a one variable function

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Legendre Transformation of a one variable function

by Miguel D. B.

 

29 Jul 2006 (Updated 31 Jul 2006)

Given a function F and a vector x, returns two vectors of numbers xx=F'(x) and yy=F(x)-x*xx

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Description

[xx,yy]=legendretrans01(F,x,h,varargin)
Given a function F and a vector x, the corresponding points of the legendre
transformation are numerically approximated and stored in the vectors xx and yy, where
xx=F'(x) and yy=F(x)-xx*x
If F is not defined for vectors, a loop is used to evaluate it at each point on x

F'(x) is approximated by centered finite differences

MATLAB release MATLAB 5.3 (R11)
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Comments and Ratings (1)
23 Mar 2011 Mimi

Could you be possibly missing a negative sign? I'm getting -yy as my output. Either that, or my output yy is supposed to be the negative Legendre transform.

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Tag Activity for this File
Tag Applied By Date/Time
numerical approximation Miguel D. B. 22 Oct 2008 08:33:46
legendre Miguel D. B. 22 Oct 2008 08:33:46
function Miguel D. B. 22 Oct 2008 08:33:46
transformation Miguel D. B. 22 Oct 2008 08:33:46

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