相关系数矩阵计算

import numpy as np
import math



def getPearsonMatrix(S_mat,thresholdValue):
    rowCount = len(S_mat[0])
    colCount = len(S_mat)

    R_mat=np.zeros((rowCount,colCount))
    for row in range(rowCount):
        for col in range(colCount):
            if row==col:
                R_mat[row][col] = 1
            else:
                S_jk = S_mat[row][col]
                S_jj =  S_mat[row][row]
                S_kk = S_mat[col][col]

                if S_jj==0 or S_kk==0:
                    R_mat[row][col] = 0
                else:
                    R_mat[row][col] = round(S_jk/(math.sqrt(S_jj)*math.sqrt(S_kk)),4)


    for row in range(len(R_mat[0])):
        print(R_mat[row])
    
    return R_mat

[ 1.     -0.034  -0.0034 -0.0771  0.1     0.     -0.1976 -0.0058  0.1689  0.1666 -0.0433  0.0305]
[-0.034   1.      0.8994  0.7335 -0.4873  0.1042  0.0693 -0.0358 -0.0998 -0.2324 -0.0095 -0.1205]
[-0.0034  0.8994  1.      0.9041 -0.2412  0.1312  0.0304  0.0257  0.0067 -0.0535 -0.053  -0.0971]
[-0.0771  0.7335  0.9041  1.     -0.1654  0.0267  0.1096 -0.0174  0.0875 -0.0925 -0.2121  0.0038]
[ 0.1    -0.4873 -0.2412 -0.1654  1.      0.3963 -0.335   0.1095  0.2622  0.6705  0.0549  0.1199]
[ 0.      0.1042  0.1312  0.0267  0.3963  1.     -0.2272  0.203   0.075  0.3595  0.1414 -0.1743]
[-0.1976  0.0693  0.0304  0.1096 -0.335  -0.2272  1.      0.0561 -0.0138 -0.3218  0.1737 -0.0856]
[-0.0058 -0.0358  0.0257 -0.0174  0.1095  0.203   0.0561  1.      0.0514  0.2059  0.2154 -0.8593]
[ 0.1689 -0.0998  0.0067  0.0875  0.2622  0.075  -0.0138  0.0514  1.  0.2406 -0.0283  0.0411]
[ 0.1666 -0.2324 -0.0535 -0.0925  0.6705  0.3595 -0.3218  0.2059  0.2406  1.      0.2689 -0.0592]
[-0.0433 -0.0095 -0.053  -0.2121  0.0549  0.1414  0.1737  0.2154 -0.0283  0.2689  1.     -0.2817]
[ 0.0305 -0.1205 -0.0971  0.0038  0.1199 -0.1743 -0.0856 -0.8593  0.0411 -0.0592 -0.2817  1.    ]