Definitions for "Correlation matrix"
A data table reporting the correlations among multiple variables.
A tabular presentation of many correlation coefficients. Each variable is both a row and a column heading. The intersection cell for each row and column is the correlation between the variables. The cell entry for rows and columns for the same variable, forming the diagonal, are always 1.00. Because the correlation between A and B is the same as the correlation between B and A, the correlation matrix is symmetrical above and below the diagonal, and the bottom triangle is normally omitted. [See correlation coefficient
a matrix giving the correlations between all pairs of data sets