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Covariance matrix estimation on Toeplitz covariance structure ϱ = 0.5, p = 2000
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1.97
Time (s)
TOSA
1.73624
3.31412
4.892
6.46988
Mar 30, 2026
Time (s)
Frobenius Norm
Nuclear Norm
Updated 21d ago
Evaluation Results
Method
Method
Links
Time (s)
Frobenius Norm
Nuclear Norm
TOSA
2026.03
1.97
1.441
4.693
PFBS
2026.03
3.033
1.442
4.685
ADMM
2026.03
3.946
5.773
2
LBO
2026.03
5.882
5.933
1.875
LADMM
2026.03
6.903
1.448
4.7
FISTA
2026.03
7.814
1.441
4.668
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