Correlation Matrix

Compute the matrix of pairwise Pearson correlations between the columns of a data matrix.

Implement solve(X).

Returns. Return a symmetric $d\times dd\backslash times\; d$ NumPy array with ones on the diagonal. A constant column has no variance, so its correlations are nan.

Examples

Example 1

Input:

solve([[1.0, 2.0], [2.0, 4.0], [3.0, 6.0]])

Output:

[[1.0, 1.0], [1.0, 1.0]]

Example 2

Input:

solve([[1.0, 3.0], [2.0, 2.0], [3.0, 1.0]])

Output:

[[1.0, -1.0], [-1.0, 1.0]]