How do I calculate the correlation between the rows two large matrices?

3 views (last 30 days)
I have two matrices, both 224000x150, and I need to calculate the correlation between each pair of matching rows.
I wanted to use something like that:
corr_values = corr (A(:,:)', B(:,:)');
row_to_row_corr = diag(corr_values);
but "corr_values" will then be 224000x224000 matrix, and it's too large for MATLAB
(I get the following error message:_
Error using *
Requested 224770x224770 (376.4GB) array exceeds maximum array size preference (31.8GB). This might cause MATLAB to become unresponsive.
Is there a solution to that, instead of doing it in a loop, row-by-row?

Accepted Answer

Bruno Luong
Bruno Luong on 13 Nov 2022
Edited: Bruno Luong on 13 Nov 2022
Just use the formula of correlation
% Fake data for testing
A = rand(10,5);
B = rand(10,5);
Ac = A - mean(A,2);
Bc = B - mean(B,2);
C = dot(Ac,Bc,2)./sqrt(dot(Ac,Ac,2).*dot(Bc,Bc,2))
C = 10×1
-0.4725 -0.6565 0.2420 0.6003 -0.2725 -0.4911 0.8741 -0.3146 -0.7271 -0.7583

More Answers (0)


Find more on Operating on Diagonal Matrices in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!