A Correlation matrix describes correlation among M variables. It is a square symmetrical MxM matrix with the (ij)th element equal to the correlation coefficient r_ij between the (i)th and the (j)th variable. The matrix I found is in reference to lifestock genetics. I found it here http://www.livestockgenomics.csiro.au/Genome_to_Phenome/matrix_corr_gt1SD.png
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