Correlation Matrix

Source: http://www.mathworks.com/matlabcentral/fx_files/23594/3/content/html/main_publish.html

Direct link to map: http://www.mathworks.com/matlabcentral/fx_files/23594/3/content/html/main_publish_06.png

A correlation matrix is a square, symmetric matrix consisting of nothing but correlation coefficients. The rows and the columns represent the variables. The diagonal elements are all equal to 1, for the simple reason that the correlation coefficient of a variable with itself equals 1.