Created
February 16, 2016 03:03
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| M = 1500 | |
| N = 5000 | |
| RHO = 1 | |
| LAMBDA = 20 | |
| w = np.zeros((N,)) | |
| for i in xrange(N): | |
| if np.random.random() < 0.1: | |
| w[i] = np.random.random() * 10 | |
| A = np.random.standard_normal((M, N)) | |
| b = A.dot(w) |
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