Hi everyone,
I tried the following code and was surprised by the result:
Ts = randn(200,1000); %random data
Rtest = corrcoef(Ts); %get correlation matrix of these
isequal(Rtest,Rtest.') %check correlation matrix for symmetry
-> ans = 0
The asymmetry is about the rounding error, but where does it come from? If each symmetric value is computed once and then assigned twice, this should't happen.
When I use my real data instead of random, the correlation matrix is completely symmetric.
I'm using R2011b 32-bit on Ubuntu.
Benedikt