Dear R users,

I'd like to compute "rho"(looks like a correlation matrix) with every two
columns of "uu" matrix below.


Toy example,


> uu <- matrix(1:15, nr=3, nc=5)
> uu
     [,1] [,2] [,3] [,4] [,5]
[1,]    1    4    7   10   13
[2,]    2    5    8   11   14
[3,]    3    6    9   12   15



rho <- function(x,y)
{
    sum(x*y)/(sqrt(sum(x^2))*sqrt(sum(y^2)))
}

rho_12 <- rho(uu[,1],uu[,2])
rho_13 <- rho(uu[,1],uu[,3])
rho_14 <- rho(uu[,1],uu[,4])
rho_15 <- rho(uu[,1],uu[,5])

rho_23 <- rho(uu[,2],uu[,3])
rho_24 <- rho(uu[,2],uu[,4])
rho_24 <- rho(uu[,2],uu[,5])

rho_34 <- rho(uu[,3],uu[,4])
rho_35 <- rho(uu[,3],uu[,5])

rho_45 <- rho(uu[,4],uu[,5])


Actually, the matrix uu is huge, 20*1000.  Would you plz tell me how to
calculate "rho", more efficiently??

Any suggestion will be greatly appreciated.

Best,

Kathryn Lord

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