Effective Algorithms for Solving Trace Minimization Problem in Multivariate Statistics

Table 4

Computational time (seconds) between Algorithm 3 and the existing trust-region method.

p	5	10	15	20	25	30	35	40	45	50
Algorithm 3	2.80	3.66	4.98	9.73	20.63	12.66	28.29	22.46	35.30	38.47
Existing RTR	3.80	6.39	10.83	22.17	27.66	26.01	43.25	49.15	67.54	72.38