Czechoslovak Mathematical Journal, first online, pp. 1-23


A new algorithm for approximating the least concave majorant

Martin Franců, Ron Kerman, Gord Sinnamon

Received August 1, 2016.   First published August 16, 2017

Abstract:  The least concave majorant, $\hat F$, of a continuous function $F$ on a closed interval, $I$, is defined by
\hat F (x) = \inf\{ G(x) G \geq F, G \text{ concave}\},\quad x \in I.
We present an algorithm, in the spirit of the Jarvis March, to approximate the least concave majorant of a differentiable piecewise polynomial function of degree at most three on $I$. Given any function $F \in\mathcal{C}^4(I)$, it can be well-approximated on $I$ by a clamped cubic spline $S$. We show that $\hat S$ is then a good approximation to $\hat F$. We give two examples, one to illustrate, the other to apply our algorithm.
Keywords:  least concave majorant; level function; spline approximation
Classification MSC:  26A51, 52A41, 46N10
DOI:  10.21136/CMJ.2017.0408-16

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Affiliations:   Martin Franců, Faculty of Mathematics and Physics, Charles University, Sokolovská 83, 186 75 Praha 8, Czech Republic, e-mail: martinfrancu@gmail.com; Ron Kerman, Department of Mathematics and Statistics, Brock University, 1812 Sir Isaac Brock Way, St. Catharines, Ontario L2S 3A1, Canada, e-mail: rkerman@brocku.ca; Gord Sinnamon, Department of Mathematics, University of Western Ontario, 2004 Perth Dr, London, Ontario N6G, Canada, e-mail: sinnamon@uwo.ca

 
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