It is not essential and only used to let SuiteSparse_time call omp_get_wtime. CHOLMOD_USE_OPENMP: If ON, OpenMP is used in CHOLMOD if it is available. Default: SUITESPARSE_USE_OPENMP. GRAPHBLAS_USE_OPENMP: If ON, OpenMP is used in GraphBLAS if it is available. Default: SUITESPARSE_...
The OMP algorithm works very well when the nonzero coefficients span a large dynamic range, but its performance is poorer than basis pursuit when the magnitudes of the nonzero entries are nearly equal. Fourth, the approaches described above do not always naturally extend to cases where additional...
Graphical lasso: Estimation of a sparse inverse covariance matrix using a lasso (L1) penalty. Facilities are provided for estimates along a path of values for the regularization parameter. QUIC: The QUadratic Inverse Covariance algorithm (latest release 1.1) implements the l1 regularized Gaussian ...