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