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This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -1,6 +1,6 @@ # Set MKL threads if Revolution R Open or Revolution R Enterprise is available if(require("RevoUtilsMath")){ setMKLthreads(4) } -
andrie created this gist
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This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -0,0 +1,39 @@ # Set MKL threads if Revolution R Open or Revoltion R Enterprise is available if(require(Revobase)){ setMKLthreads(4) } # Initialization set.seed (1) m <- 10000 n <- 5000 A <- matrix (runif (m*n),m,n) # Matrix multiply system.time (B <- crossprod(A)) # Cholesky Factorization system.time (C <- chol(B)) # Singular Value Deomposition m <- 10000 n <- 2000 A <- matrix (runif (m*n),m,n) system.time (S <- svd (A,nu=0,nv=0)) # Principal Components Analysis m <- 10000 n <- 2000 A <- matrix (runif (m*n),m,n) system.time (P <- prcomp(A)) # Linear Discriminant Analysis library('MASS') g <- 5 k <- round (m/2) A <- data.frame (A, fac=sample (LETTERS[1:g],m,replace=TRUE)) train <- sample(1:m, k) system.time (L <- lda(fac ~., data=A, prior=rep(1,g)/g, subset=train))