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

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Yohay Zvi
Yohay Zvi 2022-11-13
评论： Yohay Zvi 2022-11-13
Hello,
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?
Thanks

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Bruno Luong
Bruno Luong 2022-11-13
编辑：Bruno Luong 2022-11-13
Ran in:
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

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