Re: Efficient construction of a correlation matrix
- To: mathgroup at smc.vnet.net
- Subject: [mg98446] Re: [mg98414] Efficient construction of a correlation matrix
- From: Bob Hanlon <hanlonr at cox.net>
- Date: Fri, 10 Apr 2009 04:51:37 -0400 (EDT)
- Reply-to: hanlonr at cox.net
Outer[Correlation, list, list, 1] Correlation is new in v6 Bob Hanlon ---- dantimatter <google at dantimatter.com> wrote: ============= Hello all, This was a question that was asked back in 2003 that didn't seem to have a response: is there a fast way to generate a matrix of correlation coefficients given a list of vectors? I have about fifty vectors that are each around 1300 elements long and I'd like to correlate them with each other to get a 50x50 matrix. I know that I can do this with loops or tables but I thought that perhaps there exists a fast and computationally inexpensive way to do this. Any thoughts? Many thanks, Dan