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Optimization Convergence on Synthetic covariance matrices n=10, E14 setup (test)

1,594Mean Iterations to ConvergenceCayley
820.26,043.3511,266.516,489.65Feb 14, 2026
Updated 8mo ago

Evaluation results

MethodLinks
Cayleyσ²=0, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.021,594
Riem-Polarσ²=0, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.021,594
Cayleyσ²=1, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.021,594
Riem-Polarσ²=1, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.021,594
Cayleyσ²=5, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.021,594
Riem-Polarσ²=5, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.021,594
Cayleyσ²=10, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.021,594
Riem-Polarσ²=10, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.021,594
Cayleyσ²=100, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.021,594
Riem-Polarσ²=100, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.021,594
Cayleyσ²=1000, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.021,594
Riem-Polarσ²=1000, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.021,594
Riem-QRσ²=0, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.021,600
Riem-QRσ²=1, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.021,600
Riem-QRσ²=5, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.021,600
Riem-QRσ²=10, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.021,600
Riem-QRσ²=100, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.021,600
Riem-QRσ²=1000, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.021,600
tf-Ojaσ²=0, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.021,880
tf-Ojaσ²=1, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.021,880
tf-Ojaσ²=5, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.021,880
tf-Ojaσ²=10, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.021,880
tf-Ojaσ²=100, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.021,880
tf-Ojaσ²=1000, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.021,880
Raw Ojaσ²=0, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.029,372
Raw Ojaσ²=1, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.0211,317
Raw Ojaσ²=5, Convergence threshold (f)=10^-6, Maximum iterations (K_max)=300002026.0220,939