A new rail track that bypasses Madrid means that you can now travel by train from Barcelona to Malaga without going via the capital, according to this article on Typically Spanish: High speed rail link opens between Malaga and Barcelona.
The new journey takes just five hours and forty minutes - an impressive time considering how much distance you are covering. However, tickets aren't cheap. If you book well in advance and online, a round trip costs 160€ - you'd be better off flying. Going by plane would be a little quicker too, even taking into account check-in times and all that waiting around you get at airports.
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“you’d be better off flying”
Unless you don’t like flying, like me.