A new algorithm for approximating the least concave majorant
The least concave majorant, , of a continuous function on a closed interval, , is defined by 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 . Given any function , it can be well-approximated on by a clamped cubic spline . We show that is then a good approximation to . We give two examples, one to illustrate, the other to apply our algorithm.