Algorithm 1042: sparse precision matrix estimation with \texttt{SQUIC}

DOI10.1145/3650108MaRDI QIDQ6604166FDO

Authors Aryan Eftekhari, Lisa Gaedke-Merzhäuser, Dimosthenis Pasadakis, Matthias Bollhöfer, Simon Scheidegger, Olaf Schenk

Publication date 12 September 2024

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

zbMATH Keywords

matrix factorizationcovariance matrixmatrix inversionsparse precision matrix estimation

Mathematics Subject Classification ID

Numerical analysis (65-XX)

Cites work

• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• scientific article; zbMATH DE number 837698 (Why is no real title available?)
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• On Finding Supernodes for Sparse Matrix Computations
• Proximal Newton-type methods for minimizing composite functions
• Sparse inverse covariance estimation with the graphical lasso

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