. Author manuscript; available in PMC: 2012 Nov 1.

Published in final edited form as: J R Stat Soc Series B Stat Methodol. 2011 Nov;73(5):753–772. doi: 10.1111/j.1467-9868.2011.00783.x

Table 1.

Timing results for penalized LDA-L₁ (with λ = 0.005) and penalized LDA-FL (with λ = γ = 0.005) for various values of n and p, with 4-class data. Mean (and standard error) of running time (in seconds), over 25 repetitions. The diagonal estimate (4) was used for Σ̃_w

		p=20	p=200	p=2000	p=20000
Penalized LDA-L₁	n=20	0.049 (0)	0.059 (0.002)	0.199 (0.022)	5.1 (0.851)
Penalized LDA-L₁	n=200	0.062 (0)	0.147 (0.001)	1.182 (0.014)	11.835 (0.417)

Penalized LDA-FL	n=20	0.064 (0.003)	0.108 (0.007)	1.018 (0.102)	118.61 (9.915)
Penalized LDA-FL	n=200	0.075 (0.001)	0.219 (0.012)	1.835 (0.102)	118.557 (8.895)