Use corr_col to quickly compute the column by column correlation between two large matrices that would be to large to compute using diag(corr(A,B))
C=CORR_COL(A, B) computes the correlation for each column in A of the congruent column in matrix B. A and B must be identical in size
C=CORR_COL(A, B, dim) computes the correaltions for the dimension specified in dim
This function produces nearly identical values as diag( corr( A,B )) but can be run on matrices that might be too large for diag( corr( A,B ))
The most up to date version of this code can be found at:
https://github.com/slayton/matlabcorrcol
