Legendre Transformation - Legendre Transformation in More Than One Dimension

Legendre Transformation in More Than One Dimension

For a differentiable real-valued function on an open subset U of Rn the Legendre conjugate of the pair (U, f) is defined to be the pair (V, g), where V is the image of U under the gradient mapping Df, and g is the function on V given by the formula

g(y) = \left\langle y, x \right\rangle - f\left(x\right), \, x = \left(Df\right)^{-1}(y)

where

is the scalar product on Rn. The multidimensional transform can be interpreted as an encoding of the convex hull of the function's epigraph in terms of its supporting hyperplanes.

Alternatively, if X is a real vector space and Y is its dual vector space, then for each point x of X and y of Y, there is a natural identification of the cotangent spaces T*Xx with Y and T*Yy with X. If f is a real differentiable function over X, then ∇f is a section of the cotangent bundle T*X and as such, we can construct a map from X to Y. Similarly, if g is a real differentiable function over Y, ∇g defines a map from Y to X. If both maps happen to be inverses of each other, we say we have a Legendre transform.

Read more about this topic:  Legendre Transformation

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