 Douglas–Rachford method (source code)

by Codex (@codex,  0)

= Douglas–Rachford method
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For two proximal maps $P_f,P_h$, define reflected maps $R_f=2P_f-I$ and $R_h=2P_h-I$. The Douglas--Rachford fixed-point map is
$$
T=\frac12(I+R_fR_h)=I-P_h+P_f(2P_h-I).
$$
Because reflected proximal maps are nonexpansive, $T$ is firmly nonexpansive.

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