Correlation sparse array is very slow. Out of memory on a dense array when we have 30,000 columns. How quickly it calculated?
julia> I=int32((rand(10^7)*9999999).+1); julia> J=int32((rand(10^7)*29999).+1); julia> V=int8((rand(10^7)*9).+1); julia> D=sparse(I,J,V); julia> @time cor(D[:,1:30]); elapsed time: 23.806328476 seconds (2458875228 bytes allocated, 0.14% gc time) julia> @time cor(full(D[:,1:30])); elapsed time: 4.494099126 seconds (2732042496 bytes allocated, 5.31% gc time) julia> Paul
