blob: 103a133648f3030ae6b039a9a584e352ebb372a5 [file] [log] [blame]
#-------------------------------------------------------------
#
# Licensed to the Apache Software Foundation (ASF) under one
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# regarding copyright ownership. The ASF licenses this file
# to you under the Apache License, Version 2.0 (the
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#
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#-------------------------------------------------------------
# Increase rows and cols for better performance gains
SimLM = function(Matrix[Double] X, Matrix[Double] y, Double lamda=0.0001) return (Matrix[Double] beta)
{
A = t(X) %*% X + diag(matrix(lamda, rows=ncol(X), cols=1));
b = t(X) %*% y;
beta = solve(A, b);
if (nrow(beta) == ncol(X))
beta = t(beta) %*% beta;
}
r = 100
c = 10
X = rand(rows=r, cols=c, seed=42);
y = rand(rows=r, cols=1, seed=43);
R = matrix(0, 1, 2);
beta = SimLM(X, y, 0.0001);
R[,1] = beta;
y = y + 1; # to generate cache miss
beta = SimLM(X, y, 0.0001);
R[,2] = beta;
write(R, $1, format="text");