I give myself very good advice, but I very seldom follow it.
Fast Pearson Correlation
This note compares the performance of 2 methods for calculating Pearson correlation:
R stats::cor function
WGCNA::cor function (or corFast)
SparkR (1.6) provides a function corr to calculate the Pearson correlation between two columns of a data frame, but not between every pair of columns in a data frame. We would need to use Scala/Python interface for that.