Algorithm 3 The MM2 algorithm for spatially non-uniform white noise.

1:Give ${\mathbf{r}}_0$ and $ϵ$, 2:$u=0$, 3: repeat 4:    ${\mathbf{W}}_u=\mathbf{B}Diag\left({\mathbf{r}}_u\right){\mathbf{B}}^H+{\mathbf{J}}_m$, 5:    Calculate ${\mathbf{M}}_u$ and ${\mathbf{w}}_u$, 6:    ${\mathbf{r}}_{u+1}=sqrt(diag(Diag\left({\mathbf{r}}_u\right){\mathbf{B}}^H{\mathbf{W}}_u^{-1}{\mathbf{M}}_u{\mathbf{W}}_u^{-1}\mathbf{B}Diag\left({\mathbf{r}}_u\right))\oslash {\mathbf{w}}_u)$, 7:    $u=u+1$, 8:until$\parallel {\mathbf{r}}_u-{\mathbf{r}}_{u-1}{\parallel }_2/{\parallel {\mathbf{r}}_{u-1}\parallel }_2<ϵ$.