ResearchBenchmarksCovariance matrix estimation on Toeplitz covariance structure ϱ = 0.9, p = 4000Follow1.57Time (s)PFBS1.237723.480615.72357.96639Mar 30, 2026Evaluation ResultsMethodMethodLinksTime (s)Frobenius NormNuclear NormPFBS2026.031.575.0051.209LBO2026.031.8562.8511.177LADMM2026.033.4985.0881.21FISTA2026.033.8495.0371.204ADMM2026.034.1591.9514TOSA2026.039.8775.0051.209