From: Inference of radio-responsive gene regulatory networks using the graphical lasso algorithm
1. Initialize W = S + λI. Note that the diagonal of W is fixed in what follows. 2. Repeat the following steps until W is converged.    a. Partition the matrix W such that the target column is last.    b. Solve the lasso problem using the coordinate descent algorithm.    c. Update 3. In the final cycle, calculate with . |