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Why is the correlation matrix much larger than the original matrix?

Asked by Ahsan  Khan on 19 Jul 2018
Latest activity Commented on by Walter Roberson
on 19 Jul 2018
Lets say you have a matrix M (10x100). If we do corrcoef(M) the resulting matrix will be 100x100. Why is this?

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1 Answer

Answer by Pawel Jastrzebski on 19 Jul 2018
Edited by Pawel Jastrzebski on 19 Jul 2018
 Accepted Answer

Have you checked the documentation for the corrcoef function? It explains exactly how the results are obtained:
Especially when you scroll down to the 'More about' section.
Also, looking at the documentation for the plot matrix might help you understand the output of correlation:

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Yes I read through it, I suppose im just confused on how they construct the matrix of correlation coefficients, this might be a math issue rather than coding
Each column is correlated against each other column.

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