blob: a8ba16fd14b3be1f744a54711ccefc454e9a0fd9 [file] [log] [blame]
#-------------------------------------------------------------
#
# Licensed to the Apache Software Foundation (ASF) under one
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# distributed with this work for additional information
# regarding copyright ownership. The ASF licenses this file
# to you under the Apache License, Version 2.0 (the
# "License"); you may not use this file except in compliance
# with the License. You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
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#-------------------------------------------------------------
# Increase rows and cols for better performance gains
r = 100000
c = 100
X = rand(rows=r, cols=c, seed=42);
y = rand(rows=r, cols=1, seed=43);
j = 10
R = matrix(0, c, j);
for(i in 1:j) {
lambda = 10 ^ -i;
A = t(X) %*% X + diag(matrix(lambda, rows=ncol(X), cols=1));
b = t(X) %*% y;
beta = solve(A, b);
R[,i] = beta;
}
write(R, $1, format="text");