| #------------------------------------------------------------- |
| # |
| # 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. |
| # |
| #------------------------------------------------------------- |
| |
| # 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") |
| |
