blob: 71674d426e609596426fe8e762386bce851c0ebe [file] [log] [blame]
#-------------------------------------------------------------
#
# 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.
#
#-------------------------------------------------------------
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));
while(FALSE) {}
b = t(X) %*% y;
beta = cbind(A, b); #gpu
}
r = 100
c = 10
X = rand(rows=r, cols=c, seed=42);
y = rand(rows=r, cols=1, seed=43);
R = matrix(0, 1, 3);
beta1 = SimLM(X, y, 0.0001);
R[,1] = sum(beta1);
beta2 = SimLM(X, y, 0.0001);
R[,2] = sum(beta2); #second hit
beta3 = SimLM(X, y, 0.0001);
R[,3] = sum(beta3); #function reuse
write(R, $1, format="text");