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  8.78e+00  0.00e+00  0.00e+00  0.00e+00   ✗ ✗ ✗ ✗  ✗ ✗ ✗ ✗  0.28s
    1  2.03e-01  2.77e+00  3.17e+00  3.17e+00   3.2e+00  7.3e-02  0.48s
    2  1.35e-01  2.78e+00  3.34e+00  4.73e+00   8.7e-01  5.8e-01  0.59s
    3  5.37e-02  2.79e+00  3.40e+00  6.08e+00   5.7e-01  2.3e-01  0.59s
    4  3.19e-03  2.79e+00  3.50e+00  7.27e+00   8.5e-01  5.1e-02  0.59s
    5  4.52e-10  2.79e+00  3.52e+00  8.12e+00   3.7e-01  5.3e-08  0.59s

SimpleStats
 niter: 5
 solved: true
 inconsistent: false
 residuals: []
 Aresiduals: []
 κ₂(A): []
 timer: 586.60ms
 status: solution good enough for the tolerances given
Primal feasibility: 5.1e-11
Dual   feasibility: 3.5e-16
Error in x: 5.1e-11
Error in y: 3.9e-11