Why 'lasso' performs differently for 'Lambda' as vector and 'Lambda' as scalar value

Hello,
I have a question regarding lasso (or lassoglm) function. As it said I can put there my values of 'Lambda' (it should be a vector of nonnegative values).
I tried two different options:
  1. I made a vector L = [0.001, 0.003, 0.01, 0.03, 0.1], run the algorithm with these values and got an output (I understood, the coefficients will be calculated for every value in the vector).
  2. I created separate scalar values L1 = 0.001, L2 = 0.003, L3 = 0.01, L4 = 0.03, L5 = 0.1, run the algorithm for each of them and got an output.
As you can see, I put the same values of Lambda but in the first case it's a vector and in the second case it is separate values. I expected, I have to get the same output for both cases. However, the outputs are totally different.
Where from comes this difference?

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Asked:

on 4 Sep 2014

Edited:

on 4 Sep 2014

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