how to find correlation of a row with all the other rows of a matrix ?

Hello guys,

i am stuck at a problem.. i have 30000x8 matrix.. i want to find correlation coefficient of each row in the matrix with all the other rows in the matrix. for Ex- third row correlation with all its previous as well as succeeding rows.. how can i achieve this?.. please help.

Thank You in Advance

Answer 1

[Bruno Luong]

If you have the right toolbox, use https://fr.mathworks.com/help/stats/corr.html

[Rohit P]

Thank You so much for taking out time to answer my question.. But to use corr function statistics and machine learning toolbox is needed.. which i dont have.. can we use corrcoef instead of corr?

[Bruno Luong]

Definitively

A=rand(10,3);
corr(A)

ans = 3×3

1.0000 -0.6704 0.2028 -0.6704 1.0000 -0.4601 0.2028 -0.4601 1.0000

corrcoef(A)

ans = 3×3

1.0000 -0.6704 0.2028 -0.6704 1.0000 -0.4601 0.2028 -0.4601 1.0000

[Rohit P]

Thanks Again..how can i use corrcoef to get correlation coefficient of each row with all the other rows in my 30000x8 matrix?

[Bruno Luong]

C = corrcoef(A.')

C(i,j) provides you the correlation between row i and row j of A.

C(i,:) is the correlation of row i to all other rows.

You need 7 Gb of RAM to store C if your A matrix is 30000 x 8.

[Rohit P]

Ok..Thats exactly what i wanted.. Thank You.!