title: Python - vectorized function for calculating pairwise Pearson correlation coefficient
body: <p>I want to calculate correlation coefficient between the rows of the matrix X (N x k). Applying numpy.corrcoef(X) on a big matrix X is not efficient and it is slowing down my code so would like to make it faster. </p>
  
  <p>Can somebody help me how can I achieve it? Vectorization? Any other function which is known that works fast with big N?</p>