revo-script.R

# 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))