Matrix Decomposition by Aleksander

Positive definite correlation matrix based on spectral decomposition. Now both for .m, C and Mex (spectral decompositio..., cholesky decompositio..., correlation matrix)

SpectralDP(Correlation)

A faster way to computer a correlation matrix than corr.m by David Groppe

A much faster way to compute a linear correlation matrix than MATLAB's built in corr.m function. (correlation, correlation matrix)

R=faster_corr_mtrx(data)

Convert covariance matrix to correlation matrix by Denis

Converts covariance matrix to correlation matrix setting exactly 1-s on its main diagonal (statistics, probability, covariance matrix)

Cov2Corr(ExpCovariance)