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prcorr2 - 10 times faster correlation coef.

3.6 | 4 ratings Rate this file 15 Downloads (last 30 days) File Size: 33.5 KB File ID: #4012 Version: 1.0
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prcorr2 - 10 times faster correlation coef.



26 Sep 2003 (Updated )

Compute correlation coefficient over all dimensions.

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

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.

In future I may complement this fast function with a set of them that can replace some slow MATLAB functions.
     (C) 2003 Peter Rydesäter,


Tcp/Udp/Ip Toolbox 2.0.6 inspired this file.

MATLAB release MATLAB 6.5 (R13)
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Comments and Ratings (6)
26 Jan 2017 Jakob

Jakob (view profile)

Fantastic! In my analyses ~38 times faster. Thanks for sharing this!

18 Jun 2015 Jin

Jin (view profile)

I also get NaNs. Is there something wrong with mac system?

Comment only
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 ...

Comment only
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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