ResearchBenchmarksCovariance matrix estimation on Toeplitz covariance structure ϱ = 0.3, p = 4000Follow1.501Computation Time (s)PFBS1.173763.382635.59157.80037Mar 30, 2026Evaluation ResultsMethodMethodLinksComputation Time (s)Frobenius NormNuclear NormPFBS2026.031.5011.8959.831LADMM2026.033.5671.8879.78FISTA2026.033.9611.8929.817ADMM2026.034.0566.9224LBO2026.036.7211.2657.659TOSA2026.039.6821.8969.839