How to compute the correlation between two metrices of same dimenstion (correlation between a column of a matrix to corresponding column of other matrix)?

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Amit Arya
Amit Arya 2021-9-4
评论： Amit Arya 2021-9-7
I have two matrix A and B. Both metrics are same dimenstion. I need to compute the correlation coefficient between [A(:,1), B(:,1)], [A(:,2), B(:,2)], ......., [A(:,n),B(:,n)]. It is a column of A to a corresponding a column in B. At the end I want the output like correlation cofficient of each column from A matrix to corresponding column of B matrix. How do I perform efficiently in MATLAB?

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Ive J
Ive J 2021-9-4
Ran in:
A = rand(10, 3);
B = rand(10, 3);
R = diag(corr(A, B))
R = 3×1
0.2872 0.3099 0.1910
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Ive J
Ive J 2021-9-6
The previous one was technically the same. I included this line:
R2 = diag(corr(A, B)); % to compare (you don't need it for your large arrays)
only for you to see my approach does exactly what corr built-in function does, with the difference that it only calculates column-wise correlation coeffs and not all pairwise combinations. So, this is computationally more efficient and thanks to MATLAB, it's done multithreaded.
Glad it worked for you.

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