Definition:Legendre Transform

Definition
Let $\map f x$ be a strictly convex real function.

Let $p = \map {f'} x$.

Let $\map {f^*} p = - \map f{\map x p} + p \map x p$.

The Legendre Transform on $x$ and $f$ is the mapping of the variable and function pair:
 * $\paren{x, \map f x} \to \paren{p, \map {f^*} p}$