Figure 5

Performance comparison for computation of correlation matrices. Results are averages from 10 runs on a desktop computer with an Intel(R) Core(TM) i7-3960X CPU (3.3GHz) and 64GB main memory. All programs were restricted to one CPU core. Length of time series T was fixed at T=200. |N|: number of nodes. The programs corrcoef (Matlab built-in), corr (Matlab Statistics Toolbox), IPN_fastCorr (X.N. Zuo), and pcc (three variants) computed C _r , while tetracc (two variants) computed ${\mathbf{C}}_{r_t}$. The performance of each program is given as the number of correlation coefficients computed per second.