using Krylov
using LinearAlgebra, Printf

m = 5
n = 8
λ = 1.0e-3
A = rand(m, n)
b = A * ones(n)
xy_exact = [A  λ*I] \ b # In Julia, this is the min-norm solution!

(x, y, stats) = craig(A, b, λ=λ, atol=0.0, rtol=1.0e-20, verbose=1)
show(stats)

# Check that we have a minimum-norm solution.
# When λ > 0 we solve min ‖(x,s)‖  s.t. Ax + λs = b, and we get s = λy.
@printf("Primal feasibility: %7.1e\n", norm(b - A * x - λ^2 * y) / norm(b))
@printf("Dual   feasibility: %7.1e\n", norm(x - A' * y) / norm(x))
@printf("Error in x: %7.1e\n", norm(x - xy_exact[1:n]) / norm(xy_exact[1:n]))
if λ > 0.0
  @printf("Error in y: %7.1e\n", norm(λ * y - xy_exact[n+1:n+m]) / norm(xy_exact[n+1:n+m]))
end

CRAIG: system of 5 equations in 8 variables
    k       ‖r‖       ‖x‖       ‖A‖      κ(A)         α        β  timer
    0  1.01e+01  0.00e+00  0.00e+00  0.00e+00   ✗ ✗ ✗ ✗  ✗ ✗ ✗ ✗  0.38s
    1  3.55e-01  2.78e+00  3.63e+00  3.63e+00   3.6e+00  1.3e-01  0.79s
    2  4.98e-02  2.80e+00  3.82e+00  5.41e+00   1.2e+00  1.7e-01  0.93s
    3  5.78e-03  2.80e+00  3.90e+00  6.76e+00   7.5e-01  8.8e-02  0.93s
    4  2.42e-03  2.80e+00  3.92e+00  7.86e+00   4.0e-01  1.7e-01  0.93s
    5  8.65e-10  2.80e+00  3.99e+00  9.01e+00   7.2e-01  2.6e-07  0.93s

SimpleStats
 niter: 5
 solved: true
 inconsistent: false
 residuals: []
 Aresiduals: []
 κ₂(A): []
 timer: 932.47ms
 status: solution good enough for the tolerances given
Primal feasibility: 8.6e-11
Dual   feasibility: 2.6e-16
Error in x: 8.5e-11
Error in y: 8.0e-11