ResearchBenchmarksCovariance matrix estimation on Toeplitz covariance structure (ρ = 0.1, p = 2000)Follow1.162Time (s)LBO0.901042.662524.4246.18548Mar 30, 2026Evaluation ResultsMethodMethodLinksTime (s)Frobenius ErrorNuclear ErrorLBO2026.031.1629.0742.391TOSA2026.031.9619.2373.486PFBS2026.033.0139.1633.46ADMM2026.033.9974.5172LADMM2026.037.0699.1983.476FISTA2026.037.6869.2023.474