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