title: numpy.corrcoeff() MemoryError
body: <p>Can't understand MemoryError I get using numpy.corrcoeff() to find correlation coefficient between 2 vectors <code>smin</code> &amp; <code>smax</code> as following:</p>
  
  <pre><code>import numpy as np
  from numpy import random as rn
  r=0.01
  sigma=0.2
  T=1
  K=1
  N=252
  h=T/N 
  M  = 50000
  Z = rn.randn(M,N)
  S=np.ones((M,N+1))
  smax=np.ones((M,1))
  smin=np.ones((M,1))
  for i in range(0,N):
      S[:,i+1]=S[:,i]*(np.exp((r-(sigma**2)/2)*h+sigma*Z[:,i]*np.sqrt(h)))
  for j in range(0,M):
      smax[j,:]=np.exp(-r*T)*(np.max(S[j,:])&gt;K)*(np.max(S[j,:])-K)
      smin[j,:]=np.exp(-r*T)*(np.min(S[j,:])&lt;K)*(K-np.min(S[j,:]))
  c=np.corrcoef(smax,smin)
  print(c)
  </code></pre>
  
  <p>if there is another way to find correlation coeff.,like using pandas it's also good. </p>