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fabian-sp / GGLasso

A Python package for General Graphical Lasso computation
MIT License
30 stars 14 forks source link

PPDNA performance tuning #9

Closed fabian-sp closed 3 years ago

fabian-sp commented 3 years ago

Compiles functions used in PPDNA algorithm with numba. All tests passed, added tests to assert ADMM result = PPDNA result.