Finding 67000x67000 size weighting matrix
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Hello,
I need to find a large 67000x67000 size weighting matrix for a number of signals I have. For example I have 67000 signals and I want to find similarity of each signals with other signal based on, let's say, correlation coefficient, I use the command
w = corrcoef(all_signals); % all columns are N-element 67000 different vector signals i.e. w is of length Nx67000
if I have let's say 1000 signals then the machine can compute the 1000x1000 w-matrix but for 67000 it gets out of memory. Kindly see the image for reference.
I can use for loops but it'll take days. Any suggestions or tips on how to do it?
Thanks.
4 commentaires
Walter Roberson
le 15 Août 2016
What are you going to do with the large array produced? Could that be done incrementally, perhaps updating statistics after every few columns? That could at least allow you complete the operation. The alternative is to add memory, lots of memory.
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