Method | Optimality criteria | Decomposition | Operation count |
---|---|---|---|
ESM [13] | \(\parallel {\mathbf {H}}_{S}^+\parallel _2^2\) | – | O(Np|S|) |
GSS [6] | log det (\(\varvec{\Sigma }(S)^{-1}\)) | – | \(O(Np^2|S|)\) |
QRM [11] | \(\parallel {\mathbf {H}}_{S}^+\parallel _F^2\) | QR | \(O(|S|^2(N|S|-p^2))\) |
Proposed method | \(tr\left[ \varvec{\Sigma }(S)\right]\) | QR | \(O(|S|^2(N|S|-p^2))\) |