What is a fast way to compute column by column correlation in matlab

Question

I have two very large matrices (60x25000) and I\'d like to compute the correlation between the columns only between the two matrices. For example:

corrVal(1) = c         


        

Answer 1

I think the obvious loop might be good enough for your size of problem. On my laptop it takes less than 6 seconds to do the following:

A = rand(60,25000);
B = rand(60,25000);
n = size(A,1);
m = size(A,2);

corrVal = zeros(1,m);
for k=1:m
    corrVal(k) = corr(A(:,k),B(:,k));
end