## GRock: parallel greedy coordinate descent methodThis is a C/MPI implementation of parallel GRock for LASSO, as described in our paper. This is a straghtforward implementation, and its performance is not optimized. ## Source code## Compile and runMakefile is included in the zip file. You may need to edit Makefile to ensure that the variable GSLROOT is set correctly. To compile, type:
make To run, type:
mpirun -np 2 ./pGRockLasso /2 where the first “2” specifies the number of processes and the second “2” is thed subfold of the data that is partitioned into 2 blocks. ## Example output```
[1] reading ./Gaussian//2/A2.dat
=============================
| Start to load data! |
=============================
[0] reading ./Gaussian//2/A1.dat
[0] reading ./Gaussian//2/b.dat
[0] reading ./Gaussian//2/xs1.dat
[1] reading ./Gaussian//2/b.dat
[1] reading ./Gaussian//2/xs2.dat
=============================
|GRock start to solve Lasso!|
|---------------------------|
|lambda=0.10, m=256, n=512 |
| Mode: dynamic update P. |
=============================
iter rel_err obj P
0 3.42e-01 3.3601 42
5 9.02e-03 2.7637 50
10 2.10e-04 2.7635 50
15 5.00e-06 2.7635 50
=============================
| GRock solved Lasso! |
|---------------------------|
|Summary: |
| # of iteration: 20 |
| relative error: 2.54e-07|
| objective value: 2.76 |
| time: 7.3e-03s|
=============================
``` « Back |