A coordinate measuring machine comprising: a probe that includes a stylus having a measurement tip disposed at a distal end thereof and is configured to perform measurement by bringing the measurement tip into contact with an object to be measured; a measurement tip displacement detection unit that is disposed at a proximal end of the stylus of the probe and is configured to detect a displacement of the measurement tip; a drive unit configured to move the probe in a predetermined direction; a scale unit configured to detect an amount of movement of the probe when the probe is moved by the drive unit; and a correction matrix calculation unit configured to calculate a correction matrix to correct a detection value output from the measurement tip displacement detection unit of the probe, characterized in that the correction matrix calculation unit comprises: a first correction component calculation processing unit configured to calculate diagonal components of the correction matrix based on a first detection value output from the measurement tip displacement detection unit of the probe and a second detection value output from the scale unit, the first detection value and the second detection value being obtained by a measurement in which a calibration reference body and the probe are moved relatively to each other in a normal direction on a surface of the calibration reference body so as to bring the measurement tip of the probe into contact with the surface of the calibration reference body at one point from the normal direction; and a second correction component calculation processing unit that calculates non-diagonal components of the correction matrix based on a third detection value output from the measurement tip displacement detection unit of the probe and a fourth detection value output from the scale unit, the third detection value and the fourth detection value being obtained by a scanning measurement using the measurement tip on the surface of the calibration reference body while maintaining a constant relative distance between the center of the measurement tip of the probe and a reference point or a reference line of the calibration reference body. a probe that includes a stylus having a measurement tip disposed at a distal end thereof and is configured to perform measurement by bringing the measurement tip into contact with an object to be measured; a measurement tip displacement detection unit that is disposed at a proximal end of the stylus of the probe and is configured to detect a displacement of the measurement tip; a drive unit configured to move the probe in a predetermined direction; a scale unit configured to detect an amount of movement of the probe when the probe is moved by the drive unit; and a correction matrix calculation unit configured to calculate a correction matrix to correct a detection value output from the measurement tip displacement detection unit of the probe, characterized in that the correction matrix calculation unit comprises: a first correction component calculation processing unit configured to calculate diagonal components of the correction matrix based on a first detection value output from the measurement tip displacement detection unit of the probe and a second detection value output from the scale unit, the first detection value and the second detection value being obtained by a measurement in which a calibration reference body and the probe are moved relatively to each other in a normal direction on a surface of the calibration reference body so as to bring the measurement tip of the probe into contact with the surface of the calibration reference body at one point from the normal direction; and a second correction component calculation processing unit that calculates non-diagonal components of the correction matrix based on a third detection value output from the measurement tip displacement detection unit of the probe and a fourth detection value output from the scale unit, the third detection value and the fourth detection value being obtained by a scanning measurement using the measurement tip on the surface of the calibration reference body while maintaining a constant relative distance between the center of the measurement tip of the probe and a reference point or a reference line of the calibration reference body. a first correction component calculation processing unit configured to calculate diagonal components of the correction matrix based on a first detection value output from the measurement tip displacement detection unit of the probe and a second detection value output from the scale unit, the first detection value and the second detection value being obtained by a measurement in which a calibration reference body and the probe are moved relatively to each other in a normal direction on a surface of the calibration reference body so as to bring the measurement tip of the probe into contact with the surface of the calibration reference body at one point from the normal direction; and a second correction component calculation processing unit that calculates non-diagonal components of the correction matrix based on a third detection value output from the measurement tip displacement detection unit of the probe and a fourth detection value output from the scale unit, the third detection value and the fourth detection value being obtained by a scanning measurement using the measurement tip on the surface of the calibration reference body while maintaining a constant relative distance between the center of the measurement tip of the probe and a reference point or a reference line of the calibration reference body.