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# Thread Subject: column by column correlation coefficient of two matrices

 Subject: column by column correlation coefficient of two matrices From: M Date: 21 Mar, 2005 17:26:41 Message: 1 of 3 hi there, i have two matrices,A and B. each column of matrix A corresponds to a column of matrix B. what i want is the correlation coefficient of the corresponding columns. i could do it like this: for i=1:size(A,2)    temp=corrcoef(A(:,i),B(:,i))    C(i)=temp(1,2); end the problem is that i want to somehow remoe the for lopp as it is very time consuming. and the size of my matrices are really huge! can you think of any way that i can vectorize this solution? thanks, M
 Subject: column by column correlation coefficient of two matrices From: Nick Date: 12 Dec, 2008 06:09:33 Message: 2 of 3 c = corr(a,b); cc = diag(c);
 Subject: column by column correlation coefficient of two matrices From: Peter Date: 3 Aug, 2012 17:54:44 Message: 3 of 3 a = detrend(A,'constant'); b = detrend(B,'constant'); C = sum(a.*b)./sqrt(sum(a.*a).*sum(b.*b)); On Monday, March 21, 2005 2:26:41 PM UTC-8, M wrote: > hi there, > > i have two matrices,A and B. > each column of matrix A corresponds to a column of matrix B. > what i want is the correlation coefficient of the corresponding > columns. > > i could do it like this: > > for i=1:size(A,2) > temp=corrcoef(A(:,i),B(:,i)) > C(i)=temp(1,2); > end > > the problem is that i want to somehow remoe the for lopp as it is > very time consuming. and the size of my matrices are really huge! > > can you think of any way that i can vectorize this solution? > > thanks, > M

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