MATLAB code for "Preconditioning the augmented Lagrangian method for instationary mean field games with diffusion".

The path to ppfem/lib/ should be made known to MATLAB using e.g. addpath('./ppfem/lib/');.

For more info about ppfem, see here.

Note that the curvefit toolbox is required.

Run main.

Tested with R2016a (9.0.0.341360) 64-bit (glnxa64).

R. Andreev, 2017-04-10