Learn in the textbookCross-Tabulation and Advanced Visualization of Correlation
DefinitionA correlation coefficient matrix (相関係数行列) lists several variables in the same order along the rows and columns, and writes the correlation coefficient of each pair in the cell where they meet.
ExplanationA correlation coefficient shows the strength and direction of the linear relationship between two variables, and ranges from −1 to 1. The diagonal cells, where a variable meets itself, are 1, and the same values mirror each other across the diagonal. Even with many variables, scanning the off-diagonal cells for values close to 1 or −1, whatever the sign, finds the strongly related pairs at once.
AnalogyIt has the same shape as a city distance chart with the same cities on the rows and columns: A to B equals B to A, so identical numbers face each other across the diagonal.