A correlation matrix is a table that shows the values of a correlation coefficient between all possible pairs of several variables. It always has ones at the main diagonal (this is the correlation of a variable with itself) and is symmetric (because the correlation between X and Y is the same as between Y and X). For these reasons, the redundant cells sometimes get trimmed. If there is some color-coding, make sure to check what it means: it may either illustrate the strength and direction of correlation or its statistical significance. Read more