How can I simplify a nested loop in Matlab?

Question

I want to simplify my code, because it is very time consuming. In my problem, R is a bout 4000, so corr function should be call for more than 16000000 times. haw can I simplify this code?

for i=1:R

    for j=1:R

        Red1 = Red1 + abs(corr (SelectedData,i,j));

    end

end

edit: So, I should say that, corr function is written by me and it compute correlation between two features.

and this is my corr function:

function corr = corr (X, i, j)

    covariance = (cov((X(:,i)),(X(:,j))));

    corr = (covariance(1,2))/((sqrt(var(X(:,i)))) * (sqrt(var(X(:,j)))) );


end

First, it looks like you are using correlation function in the wrong way: it must contain 4 arguments (5th is not necessary). Look at this documentation. And the second: correlation cannot works for i and j of array type, so I think we can avoid loop using some arrayfun or bsxfun but we still have to use correlation for 16m times (4000*4000)... But I'm not sure here :) — Mikhail_Sam
– Mikhail_Sam, Commented Dec 9, 2016 at 7:12
thank you for your reply @Mikhail_Sam; but corrlation function is a function that written by me. I have edited my question. — Maziyar Gerami
– Maziyar Gerami, Commented Dec 9, 2016 at 7:23
Ah, okay! Than I advise you to rename it for avoiding overwriting built-in function name. To help you we need to see it's code: maybe we can vectorize some actions into it! — Mikhail_Sam
– Mikhail_Sam, Commented Dec 9, 2016 at 7:27
thank you for your advice @Mikhail_Sam; I corrected it; and I have added my corr function — Maziyar Gerami
– Maziyar Gerami, Commented Dec 9, 2016 at 7:47
I'm not joking but corr is built in function too: MATLAB doc :D Ok, now let's try to workaround for you function... — Mikhail_Sam
– Mikhail_Sam, Commented Dec 9, 2016 at 7:59

rahnema1 · Accepted Answer · 2016-12-09 16:28:54Z

2

Here is a vectorized version:

C = cov(SelectedData);
V = sqrt(diag(C));
VP2 = bsxfun(@times,V,V.');
CORR = C ./ VP2;
Red1 = sum(abs(CORR(:)));

answered Dec 9, 2016 at 16:28

rahnema1

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rahnema1 Over a year ago

Glad if it can help!

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