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prcorr2 - 10 times faster correlation coef.

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26 Sep 2003 (Updated )

Compute correlation coefficient over all dimensions.

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Description

This is a faster implementation of MATLAB's corr2. Implemented as a mex-file generated with the ITERATOR tool that can be downloaded from www.mathworks.com

Re compile the source with MEX -O prcorr2.c
     
C = PRCORR2(A,B) computes the correlation between A and B. A and B are arrays witn any number of dims but with same number of elements
  
     Class Support
     -------------
     A and B can be any numeric type but not complex value. C is a scalar double.
  
     See also CORR2, CORRCOEF, STD2, ITERATOR, MEX

In future I may complement this fast function with a set of them that can replace some slow MATLAB functions.
 
     (C) 2003 Peter Rydes├Ąter, http://www.rydesater.com

Acknowledgements

Tcp/Udp/Ip Toolbox 2.0.6 inspired this file.

MATLAB release MATLAB 6.5 (R13)
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Comments and Ratings (4)
25 Oct 2005 Yong Du

Really fast! I like it very much.

13 Jul 2005 Bernard Schenk

Define two 2x2 matrix of ones.
Try prcorrel2 --> result is NaN
Correlation should be one, or am I wrong?
That's why I give the N/A rating, just like the function ...

22 Dec 2004 SeungSchik Yoo

Very good code... with my real-life experience on imaging processing, it is about 3 times as fast as corrcoef.m and 50% faster than corr2.m

16 Jul 2004 mani thomas

very useful

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