Vectorized Correlation Matrix Calculation

Implement a function to compute the Pearson correlation matrix for given datasets using NumPy. The function should accept a 2D array

X

(size

N \times P

) and an optional 2D array

Y

(size

N \times M

). If

Y

is provided, return the cross-correlation matrix between the features of

X

and

Y

(size

P \times M

). If

Y

is omitted, return the self-correlation matrix of features in

X

(size

P \times P

). Ensure the implementation is vectorized to handle large datasets efficiently and handles cases where variance might be zero (avoiding division by zero).

PythonNumPyPearson CorrelationVectorization

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