http://www.psychstat.missouristate.edu/multibook/mlt06m.html
According to thefreedictionary.com Correlation Matrices are "a rectangular array of quantities or expressions set out by rows and columns; treated as a single element and manipulated according to rules." From the definition, a Correlation Matrix is simply a graph that shows a relationship between two or more variables. It's very similar to a Similarity matrix except it compares more than two variables. The graph above shows the success of graduate students by comparing their intellectual ability, spatial ability, and work ethic.
Source: http://www.thefreedictionary.com/correlation+matrix
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