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I have two matrices, X and Y, which each have 60 columns and 10,000 rows.

I would like to create a vector R, such that the nth value of vector R represents the correlation between row n of matrix X and row n of matrix Y.

I have tried:

[R,pval] = corr(X',Y');

but this gives me R as a 10,000-by-10,000 matrix.

What am I doing wrong?

possibility
on 11 May 2018

X is 10,000-by-60 Y is 10,000-by-60

X' is 60-by-10,000 Y' is 60-by-10,000

By correlating these two matrices, i.e. R=corr(X', Y'), you get the 10,000-by-10,000 R matrix whose elements are the pairwise correlation of each column of X' and Y', that is each row of X and Y.

So, you are doing the right thing! Just check the diagonals of that matrix:

>> Rvec= diag (R)

Shounak Shastri
on 11 May 2018

From what I know, Correlation Matrices are usually square. As in you have 10000 rows with 60 elements in each row. So if you take 1 row of dimension 1 x 60, the dimension of your corr matrix would be 60 x 60.

But in your example, you took a transpose. So, now the size of each row is 1 x 10000. And thus when you perform correlation on the rows, you would get a 10000 x 10000 matrix.

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