From bbb1adccf9b16783a9b61c85788fc16413324afe Mon Sep 17 00:00:00 2001
From: schillic <schillic@informatik.uni-freiburg.de>
Date: Fri, 5 Oct 2018 21:34:34 +0200
Subject: [PATCH] support function for LinearMap

---
 src/LinearMap.jl | 24 ++++++++++++++++++++++++
 1 file changed, 24 insertions(+)

diff --git a/src/LinearMap.jl b/src/LinearMap.jl
index 0b2bfbabde..881d3ac9ac 100644
--- a/src/LinearMap.jl
+++ b/src/LinearMap.jl
@@ -171,6 +171,30 @@ function σ(d::AbstractVector{N}, lm::LinearMap{N}) where {N<:Real}
     return lm.M * σ(_At_mul_B(lm.M, d), lm.X)
 end
 
+"""
+    ρ(d::AbstractVector{N}, lm::LinearMap{N}) where {N<:Real}
+
+Return the support function of the linear map.
+
+### Input
+
+- `d`  -- direction
+- `lm` -- linear map
+
+### Output
+
+The support function in the given direction.
+If the direction has norm zero, the result depends on the wrapped set.
+
+### Notes
+
+If ``L = M⋅S``, where ``M`` is a matrix and ``S`` is a convex set, it follows
+that ``ρ(d, L) = ρ(M^T d, S)`` for any direction ``d``.
+"""
+function ρ(d::AbstractVector{N}, lm::LinearMap{N}) where {N<:Real}
+    return ρ(_At_mul_B(lm.M, d), lm.X)
+end
+
 """
     ∈(x::AbstractVector{N}, lm::LinearMap{N})::Bool where {N<:Real}