How do I calculate the correlation between the rows two large matrices?

Hello,

I have two matrices, both 224000x150, and I need to calculate the correlation between each pair of matching rows.

I wanted to use something like that:

corr_values = corr (A(:,:)', B(:,:)'); 
row_to_row_corr = diag(corr_values); 

but "corr_values" will then be 224000x224000 matrix, and it's too large for MATLAB

(I get the following error message:_

Error using  * 
Requested 224770x224770 (376.4GB) array exceeds maximum array size preference (31.8GB). This might cause MATLAB to become unresponsive.

Is there a solution to that, instead of doing it in a loop, row-by-row?

Thanks

[Karim]

You can try to use sparse matrices.

More information --> Create sparse matrix - MATLAB sparse - MathWorks Benelux

[Yohay Zvi]

I guess that in my case Bruno's answer is a smipler solution - thanks.

Answer 1

[Bruno Luong]

Just use the formula of correlation

% Fake data for testing
A = rand(10,5);
B = rand(10,5);

Ac = A - mean(A,2);
Bc = B - mean(B,2);
C =  dot(Ac,Bc,2)./sqrt(dot(Ac,Ac,2).*dot(Bc,Bc,2))

C = 10×1

-0.4725 -0.6565 0.2420 0.6003 -0.2725 -0.4911 0.8741 -0.3146 -0.7271 -0.7583

[Yohay Zvi]

You're right, great solution - thanks!