Numerical Computation of Fitzpatrick Functions

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