Please file an issue. I don't think sparse cor() is implemented and is falling back to the dense implementation.
-viral On Monday, July 28, 2014 1:41:55 PM UTC+5:30, paul analyst wrote: > > 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 >
