JuliaSmoothOptimizers / JuliaSmoothOptimizers/LinearOperators.jl

Saddle Operator

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Description

Given operators `opA`, `opM` and `opN`, creates saddle point linear operator.
```juliadocs
SaddleOperator(opA, opM, opN; S = promote_type(storage_type.(opA, opM, opN)))

Creates saddle point linear operator:

[ opM opAᵀ ]
[ opA opN ]
```

I'll contribute on this, using `BlockDiagonalOperator` as template.
https://github.com/JuliaSmoothOptimizers/LinearOperators.jl/blob/9025458e3d5c7a452f0a850df6d96314fa7c464d/src/special-operators.jl#L229-L240

I already have implemented outside LO. Its a matter of just including, testing and PRing.

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