A coordinate measuring machine comprising: a measuring probe for movably supporting a stylus having a measurement tip to be brought into contact with an object W to be measured and for providing a probe output P according to a displacement of the measurement 0tip; a drive mechanism for moving the measuring probe relative to the object W to be measured; a processing device for computing shape coordinates X of the object W to be measured on a basis of the probe output P and a moving amount M of the measuring probe by the drive mechanism; and restraining unit(240,250,260,270,280) for restraining a translational displacement of the measurement tip, wherein the processing device includes: a coordinate acquisition unit for acquiring the moving amount M and the probe output P of the measuring probe when the measuring probe is moved by the drive mechanism in a state where the measurement tip is restrained by the restraining unit(240,250,260,270,280); a matrix generation unit configured to generate a correction matrix AA including linear correction elements and non-linear correction elements for respectively correcting linear coordinate components and non-linear coordinate components of the probe output P with respect to the moving amount M of the measuring probe on a basis of an output of the coordinate acquisition unit; and a probe output correction unit configured to correct the probe output P with the correction matrix AA, and wherein the coordinate acquisition unit is configured to acquire the moving amount M and the probe output P of the measuring probe in each of measurement points in a quantity larger than or equal to a sum of a number of the linear correction elements and a number of the non-linear correction elements. a measuring probe for movably supporting a stylus having a measurement tip to be brought into contact with an object W to be measured and for providing a probe output P according to a displacement of the measurement 0tip; a drive mechanism for moving the measuring probe relative to the object W to be measured; a processing device for computing shape coordinates X of the object W to be measured on a basis of the probe output P and a moving amount M of the measuring probe by the drive mechanism; and restraining unit(240,250,260,270,280) for restraining a translational displacement of the measurement tip, wherein the processing device includes: a coordinate acquisition unit for acquiring the moving amount M and the probe output P of the measuring probe when the measuring probe is moved by the drive mechanism in a state where the measurement tip is restrained by the restraining unit(240,250,260,270,280); a matrix generation unit configured to generate a correction matrix AA including linear correction elements and non-linear correction elements for respectively correcting linear coordinate components and non-linear coordinate components of the probe output P with respect to the moving amount M of the measuring probe on a basis of an output of the coordinate acquisition unit; and a probe output correction unit configured to correct the probe output P with the correction matrix AA, and a coordinate acquisition unit for acquiring the moving amount M and the probe output P of the measuring probe when the measuring probe is moved by the drive mechanism in a state where the measurement tip is restrained by the restraining unit(240,250,260,270,280); a matrix generation unit configured to generate a correction matrix AA including linear correction elements and non-linear correction elements for respectively correcting linear coordinate components and non-linear coordinate components of the probe output P with respect to the moving amount M of the measuring probe on a basis of an output of the coordinate acquisition unit; and a probe output correction unit configured to correct the probe output P with the correction matrix AA, and wherein the coordinate acquisition unit is configured to acquire the moving amount M and the probe output P of the measuring probe in each of measurement points in a quantity larger than or equal to a sum of a number of the linear correction elements and a number of the non-linear correction elements.