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
>