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fast_corr

version 1.1.0.0 (2.09 KB) by Elliot Layden
Rapidly calculates column-wise Pearson correlations between large matrices using a vectorized method

4 Downloads

Updated 23 May 2017

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For two matrices, each containing 100 observations and 1000 variables
-fast_corr finishes over 6x times faster than using corr.m within a for loop
-fast_corr finishes over 11x faster than using corr.m to compute the full correlation matrix

Cite As

Elliot Layden (2020). fast_corr (https://www.mathworks.com/matlabcentral/fileexchange/63082-fast_corr), MATLAB Central File Exchange. Retrieved .

Comments and Ratings (1)

Harald Hentschke

It is indeed much faster when the number of columns is in the thousands (about two orders of magnitude for 10 by 10000 arrays) - exactly what I needed, thanks!

MATLAB Release Compatibility
Created with R2016a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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