I have a matrix A and a matrix B, with the same number of rows and a different number of columns. I need to calculate the correlation coefficient between each single columns of the matrix A and all the columns of the matrix B. For each column of A, the partial result will be an array, so I'm thinking to a matrix as final result.
Is there a way to do this avoiding the "for" cycle? Which is the most efficient way to do this? Could you suggest me the best syntax?
Finally, I have also to do the same with the mean squared error: again, in this second case, is it possible to avoid the "for" cycle?
Thanks for your answers.