scripts/datagen/genRandData4PCA.dml

#-------------------------------------------------------------
#
# Licensed to the Apache Software Foundation (ASF) under one
# or more contributor license agreements.  See the NOTICE file
# 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
#
# Unless required by applicable law or agreed to in writing,
# software distributed under the License is distributed on an
# "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
# KIND, either express or implied.  See the License for the
# specific language governing permissions and limitations
# under the License.
#
#-------------------------------------------------------------

#
# Synthetic data generator for PCA
# 3 hidden dimensions (V1, V2, V3)
# generates only "dense" data
#
# INPUT PARAMETERS:
# --------------------------------------------------------------------------------------------
# NAME   TYPE   DEFAULT  MEANING
# --------------------------------------------------------------------------------------------
# R      Int     10000   Number of rows
# C      Int     1000    Number of categorical attributes
# OUT    String  ---     Location (on HDFS) to store the generated dataset
# FMT    String  "csv"   Matrix output format, usually "text", "csv" or "binary"
# --------------------------------------------------------------------------------------------
#
# Example:
# hadoop jar SystemDS.jar -f genRandData4PCA.dml -nvargs R=1000000 C=1000 OUT=/user/biuser/pcaData.mtx FMT=csv

R =   ifdef ($R, 10000)
C   = ifdef ($C, 1000)
FMT = ifdef ($FMT, "csv");

# Modofied version of the procedure from Zou et.al., "Sparse Principal Component Analysis", 2006.

# V1 ~ N(0,290); V2~N(0,300); V3 = -0.3V1+0.925V2 + e, e ~ N(0,1)
V1 = 0 + 290*rand(rows=R, cols=1, pdf="normal");
V2 = 0 + 300*rand(rows=R, cols=1, pdf="normal");
V3 = -0.3*V1 + 0.925*V2 + rand(rows=R, cols=1, pdf="normal");

C1 = ceil(C/2.5);
C2 = ceil(C/2.5);
C3 = C - C1 - C2;

M = matrix(0, rows=R, cols=C)

M[,1:C1]       = rand(rows=R, cols=C1, pdf="normal") + V1;
M[,C1+1:C1+C2] = rand(rows=R, cols=C2, pdf="normal") + V2;
M[,C1+C2+1:C]  = rand(rows=R, cols=C3, pdf="normal") + V3;

write(M, $OUT, format=FMT);