detection/solve_saddle_test.m

   1 % set up test problem
   2 m=10;n=1;
   3 A = rand(m);
   4 C = zeros(m,n); C(1:n,:)=eye(n);
   5 V = 0;
   6 C = rand(m,n);
   7 delta=rand(m,1);delta(1:n,1)=0;
   8 lambda=rand(n,1);
   9 H=rand(m,1);
  10 F = A*delta + C*lambda - A*H;
  11 V = C'*delta;
  12 delta2 = solve_saddle(C,H,F,V,@(X)A\X);
  13 err=big(delta-delta2)