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cheaper execution for pairwise correlations

time-shift
Marco Ratto 2010-03-08 16:00:21 +01:00
parent 1bc6da864c
commit 24ddd6edb4
1 changed files with 8 additions and 3 deletions
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11
matlab/cosn.m
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@ -1,4 +1,4 @@
function co = cosn(H);
function [co, b, yhat] = cosn(H);
% function co = cosn(H);
% computes the cosine of the angle between the H(:,1) and its
@ -30,9 +30,14 @@ X = H(:,2:end);
% y = H(:,1);
% X = H(:,2:end);
yhat = X*(X\y);
if size(X,2)==1;
b=1;
else
b=(X\y);
end
yhat = X*b;
if rank(yhat),
co = y'*yhat/sqrt((y'*y)*(yhat'*yhat));
co = abs(y'*yhat/sqrt((y'*y)*(yhat'*yhat)));
else
co=0;
end