| #------------------------------------------------------------- |
| # |
| # 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. |
| # |
| #------------------------------------------------------------- |
| |
| |
| args <- commandArgs(TRUE) |
| options(digits=22) |
| library("Matrix") |
| |
| X = readMM(paste(args[1], "X.mtx", sep="")) |
| y = readMM(paste(args[1], "y.mtx", sep="")) |
| |
| intercept = as.integer(args[2]); |
| eps = as.double(args[3]); |
| maxiter = as.double(args[4]); |
| |
| if( intercept == 1 ){ |
| ones = matrix(1, nrow(X), 1); |
| X = cbind(X, ones); |
| } |
| |
| r = -(t(X) %*% y); |
| p = -r; |
| norm_r2 = sum(r * r); |
| w = matrix(0, ncol(X), 1); |
| |
| i = 0; |
| while(i < maxiter) { |
| q = ((t(X) %*% (X %*% p)) + eps * p); |
| alpha = norm_r2 / ((t(p) %*% q)[1:1]); |
| w = w + alpha * p; |
| old_norm_r2 = norm_r2; |
| r = r + alpha * q; |
| norm_r2 = sum(r * r); |
| beta = norm_r2 / old_norm_r2; |
| p = -r + beta * p; |
| i = i + 1; |
| } |
| |
| writeMM(as(w,"CsparseMatrix"), paste(args[5], "w", sep="")) |
