; docformat = 'rst' ;+ ; Convert covariance matrix to correlation matrix ; :Returns: ; Correlation matrix ; :Params: ; cov_mat : in, required ; Covariance matrix ; :History: ; 7 Apr 2008 Written, Anthony Smith ;- FUNCTION ajs_corr_mat, cov_mat compile_opt idl2 corr_mat = cov_mat / float(cov_mat) ; Size, type, diagonal 1's FOR i = 0, sqrt(n_elements(cov_mat)) - 1 DO BEGIN FOR j = i, sqrt(n_elements(cov_mat)) - 1 DO BEGIN corr_mat[i, j] = cov_mat[i, j] / sqrt(cov_mat[i, i] * cov_mat[j, j]) corr_mat[j, i] = corr_mat[i, j] ENDFOR ENDFOR return, corr_mat END