This repository contains the implementation of NetGGM, a distributed sparse precision matrix estimation algorithm.

Before running the code, ensure you have MATLAB installed with the Parallel Computing Toolbox. This toolbox is essential for efficient distributed computations.

1. Clone the repository to your local machine:

   https://github.com/dsailab/NetGGM.git

2. Open MATLAB and navigate to the cloned repository folder.
3. Run the main.m script.
4. After running main.m, the following variables will be saved:

• Theta_opt: Results from the G-ISTA algorithm.
• Theta_bl: Results from two baseline methods.
• Theta: Results from NetGGM with Metropolis weights.
• Theta_L: Results from NetGGM with Laplacian weights.
• Theta_M: Results from NetGGM with Uniform weights.
• times: CPU time from G-ISTA, two baseline methods, and NetGGM with Metropolis weights.
• times_L: CPU time from NetGGM with Laplacian weights.
• times_M: CPU time from NetGGM with Uniform weights.