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margin: auto;" /></p> <pre><code>Fitted w: 0.03361434 1.037918 -0.3782364 0.9186735 -0.6135029 0.6083007 -0.5077214 0.2384846 -0.2000794 Time Cost in Seconds: 0.522 0.013 0.46 </code></pre> <p><img src="figure/mosek_reg_2.rmd/Rmosek dual fitting plotting-2.png" width="672" style="display: block; margin: auto;" /></p> <pre><code>Fitted w: 0.02273596 1.301977 0.05448238 0.8574552 -0.1466924 0.09679719 -0.3403967 -0.1284122 -0.1752019 Time Cost in Seconds: 0.527 0.01 0.437 </code></pre> <p><img src="figure/mosek_reg_2.rmd/Rmosek dual fitting plotting-3.png" width="672" style="display: block; margin: auto;" /></p> <pre><code>Fitted w: 0.04544396 -0.1800044 0.02158272 0.04857491 Time Cost in Seconds: 0.491 0.009 0.371 </code></pre> <p><img src="figure/mosek_reg_2.rmd/Rmosek dual fitting plotting-4.png" width="672" style="display: block; margin: auto;" /></p> <pre><code>Fitted w: 0.006084177 0.5623754 -0.02229827 0.1278911 Time Cost in Seconds: 0.357 0.006 0.377 </code></pre> <p><img src="figure/mosek_reg_2.rmd/Rmosek dual fitting plotting-5.png" width="672" style="display: block; margin: auto;" /></p> </section> <section id="signal-correlated-error" class="level2"> <h2>Signal <span class="math inline">\(+\)</span> correlated error</h2> <pre><code>Converged: TRUE Number of Iteration: 21 Time Cost in Seconds: 38.654 2.382 38.811 </code></pre> <p><img src="figure/mosek_reg_2.rmd/gdash dual signal plotting-1.png" width="672" style="display: block; margin: auto;" /></p> <pre><code>Converged: TRUE Number of Iteration: 24 Time Cost in Seconds: 65.451 4.351 58.666 </code></pre> <p><img src="figure/mosek_reg_2.rmd/gdash dual signal plotting-2.png" width="672" style="display: block; margin: auto;" /></p> <pre><code>Converged: TRUE Number of Iteration: 21 Time Cost in Seconds: 53.677 3.877 53.751 </code></pre> <p><img src="figure/mosek_reg_2.rmd/gdash dual signal plotting-3.png" width="672" style="display: block; margin: auto;" /></p> <pre><code>Converged: TRUE Number of Iteration: 27 Time Cost in Seconds: 59.707 3.056 38.881 </code></pre> <p><img src="figure/mosek_reg_2.rmd/gdash dual signal plotting-4.png" width="672" style="display: block; margin: auto;" /></p> <pre><code>Converged: TRUE Number of Iteration: 12 Time Cost in Seconds: 30.248 1.343 23.311 </code></pre> <p><img src="figure/mosek_reg_2.rmd/gdash dual signal plotting-5.png" width="672" style="display: block; margin: auto;" /></p> </section> <section id="conclusion" class="level2"> <h2>Conclusion</h2> <p>It appears normalization indeed increases the accuracy, <em>although the computation seems slowing down a little bit? Not sure.</em></p> </section> <section id="session-information" class="level2"> <h2>Session information</h2> <!-- Insert the session information into the document --> <pre class="r"><code>sessionInfo()</code></pre> <pre><code>R version 3.4.3 (2017-11-30) Platform: x86_64-apple-darwin15.6.0 (64-bit) Running under: macOS High Sierra 10.13.2 Matrix products: default BLAS: /Library/Frameworks/R.framework/Versions/3.4/Resources/lib/libRblas.0.dylib LAPACK: /Library/Frameworks/R.framework/Versions/3.4/Resources/lib/libRlapack.dylib locale: [1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8 attached base packages: [1] stats graphics grDevices utils datasets methods base loaded via a namespace (and not attached): [1] compiler_3.4.3 backports_1.1.2 magrittr_1.5 rprojroot_1.3-1 [5] tools_3.4.3 htmltools_0.3.6 yaml_2.1.16 Rcpp_0.12.14 [9] stringi_1.1.6 rmarkdown_1.8 knitr_1.17 git2r_0.20.0 [13] stringr_1.2.0 digest_0.6.13 evaluate_0.10.1</code></pre> </section> <hr> <p> This <a href="http://rmarkdown.rstudio.com">R Markdown</a> site was created with <a href="https://github.com/jdblischak/workflowr">workflowr</a> </p> <hr> <!-- To enable disqus, uncomment the section below and provide your disqus_shortname --> <!-- disqus <div id="disqus_thread"></div> <script type="text/javascript"> /* * * CONFIGURATION VARIABLES: EDIT BEFORE PASTING INTO YOUR WEBPAGE * * */ var disqus_shortname = 'rmarkdown'; // required: replace example with your forum shortname /* * * DON'T EDIT BELOW THIS LINE * * */ (function() { var dsq = document.createElement('script'); dsq.type = 'text/javascript'; dsq.async = true; dsq.src = '//' + disqus_shortname + '.disqus.com/embed.js'; (document.getElementsByTagName('head')[0] || document.getElementsByTagName('body')[0]).appendChild(dsq); })(); </script> <noscript>Please enable JavaScript to view the <a href="http://disqus.com/?ref_noscript">comments powered by Disqus.</a></noscript> <a href="http://disqus.com" class="dsq-brlink">comments powered by <span class="logo-disqus">Disqus</span></a> --> </div> </div> </div> <script> // add bootstrap table styles to pandoc tables function bootstrapStylePandocTables() { $('tr.header').parent('thead').parent('table').addClass('table table-condensed'); } $(document).ready(function () { bootstrapStylePandocTables(); }); </script> <!-- dynamically load mathjax for compatibility with self-contained --> <script> (function () { var script = document.createElement("script"); script.type = "text/javascript"; script.src = "https://mathjax.rstudio.com/latest/MathJax.js?config=TeX-AMS-MML_HTMLorMML"; document.getElementsByTagName("head")[0].appendChild(script); })(); </script> </body> </html>