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# generates random correlated data
# can generate any number of variables/columns
# used to test univariate stats computation
# by systemml

# $1 is number of variables/columns
# $2 is number of samples to create
# $3 is the location to write out the covariance mat
# $4 is the location to write out the generated data
dims = $1
numSamples = $2

U = Rand(rows=dims, cols=dims, min=-1.0, max=1.0, pdf="uniform", seed=0)
denoms = sqrt(colSums(U*U))
parfor(i in 1:dims){
	U[i,] = U[i,] / denoms
}

C = t(U)%*%U
write(C, $3, format="binary")

R = Rand(rows=numSamples, cols=dims, pdf="normal", seed=0)
Rc = R%*%U
write(Rc, $4, format="binary")