ResearchBenchmarksCovariance matrix estimation on Toeplitz covariance structure ℘ = 0.1, p = 1000Follow1.757Time (s)LADMM1.5173.1374.7576.377Mar 30, 2026Evaluation ResultsMethodMethodLinksTime (s)Frobenius NormNuclear NormLADMM2026.031.7575.5151.484FISTA2026.031.795.5521.493TOSA2026.034.8135.5941.507ADMM2026.035.1313.19410LBO2026.036.3482.0896.575PFBS2026.037.7575.6171.507