Hnm4lcp is a Matlab code to solve a linear complementarity problem (LCP) of the form

(0 ≤ x _|_ (M*x+q) ≥ 0, where x in Rn is the real vector of unknowns, M in Rnxn and q in Rn is the data. This system means that the sought x must be nonnegative componentwise (x ≥ 0), y := M*x+q must be nonnegative componentwise (y ≥ 0) and x and y must be perpendicular for the Euclidean scalar product (x'*y = 0 or x.*y = 0). It is assumed that M is nondegenerate, meaning that all its principal minors are nonzero (i.e., det(M(I,I)) ~= 0 for all I in [1:n]). There is no verification (this is too expensive) and there is no provision in the code to deal with a degenerate M. The LCP has a unique solution whatever q is if and only if M is a P-matrix (meaning that its principal minors are positive: det(M(I,I)) > 0 for all I in [1:n]).