Re: Efficient construction of a correlation matrix

*To*: mathgroup at smc.vnet.net*Subject*: [mg98475] Re: Efficient construction of a correlation matrix*From*: Jens-Peer Kuska <kuska at informatik.uni-leipzig.de>*Date*: Fri, 10 Apr 2009 04:57:09 -0400 (EDT)*Organization*: Uni Leipzig*References*: <grkgl2$69m$1@smc.vnet.net>*Reply-to*: kuska at informatik.uni-leipzig.de

Hi, Outer[] and Correlate[] may help. sample = Table[RandomReal[], {50}, {10}]; Outer[Correlation, sample, sample, 1] ? Regards Jens dantimatter 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 >