Determining indices upon which a sequence of real numbers is convex
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Paul Fishback
le 24 Juin 2014
Commenté : Paul Fishback
le 25 Juin 2014
I have a vector, X, of real numbers which has a minimum at index k, where 1<k<n.
I want to determine the smallest index k1 and largest index k2, for which the sequence is strictly convex on k1,..,k,...k2. Here, convexity means 2X(i) < X(i-1)+X(i+1) for k1+1<=i<=k2-1.
In calculus terms, this question is analogous to determining the largest subinterval about a local minimum upon which the function's second derivative is positive.
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Roger Stafford
le 25 Juin 2014
k1 = k+1-find(diff([x(k+1:-1:1),-inf],2)<=0,'first');
k2 = k-1+find(diff([x(k-1:n),-inf],2)<=0,'first');
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