MATLAB: Is the correlation matrix much larger than the original matrix

Question

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

Answer 1

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