[mlpack-svn] [mlpack] add a test case for matrix sensing SDP (#373)

[Stephen Tu]

To address your second point, I think taking the changes from #370 that I proposed would help to address this issue. Your recent commit 658962feb431677099cc88d895b4e0b5fa2ae404 doesn't entirely address the issue because, while the function values are not changing much the gradient is all over the place and takes a while to settle down. 

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