plq_build - Piecewise linear quadratic (plq), build a zeroth- or first-order function approximation

Calling Sequence

plqf = plq_build(x,f,df)

plqf = plq_build(x,f,df,needEval)

Parameters

• x : column vector. A grid of points on which the function is sampled.
• f : function or column vector. The function to build a PLQ representation of.
• df : function or column vector, optional. The derivative of f.
• needEval : boolean, optional. False, or not entered implies that function does not need to be evaluated and the function is vectorized, otherwise evaluate point by point.
• plqf : matrix. A plq function with dimensions n x 4.

Description

Builds a plq approximation of a function when given a function and optionally the function's derivative. If df is given, a first-order model is built, otherwise a zeroth-order model is built.

Examples

//Example 1
x=linspace(0,4)';
plqf = plq_build(x,exp,exp);
y=eval_plq(plqf,x);

//Example 2
function y=f(x),i1=find(x<0);i2=find(x==0);i3=find(x>0);y(i1)=%inf*ones(i1);y(i2)=0;y(i3)=x(i3).*log(x(i3))-x(i3);endfunction
function y=df(x),i1=find(x<=0);i2=find(x>0);y(i1)=%inf*ones(i1);y(i2)=log(x(i2));endfunction
x=linspace(0,20,3)';
plqf = plq_build(x,f,df);
y = eval_plq(plqf,x);
  

See Also

plq_function,  

Author

Yves Lucet, University of British Columbia, BC, Canada