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

Lets say you have a matrix M (10x100). If we do corrcoef(M) the resulting matrix will be 100x100. Why is this?

Answer 1

[Pawel Jastrzebski]

Have you checked the documentation for the corrcoef function? It explains exactly how the results are obtained:

• Doc: Corrcoef

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:

• Doc: plotmatrix

[Ahsan Khan]

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

[Walter Roberson]

Each column is correlated against each other column.