%feature("docstring") OT::CorrelationMatrix
"Correlation Matrix.

Available constructors:
    CorrelationMatrix(*dim*)

    CorrelationMatrix(*dim, values*)

Parameters
----------
dim : integer
    The dimension of the correlation matrix (square matrix with *dim* rows and 
    *dim* columns).
values : sequence of float
    Collection of :math:`dim^2` scalar values to put in the correlation matrix,
    filled by rows. When not specified, the correlation matrix is initialized to
    the identity matrix.

See also
--------
CovarianceMatrix

Notes
-----
In the first usage, the correlation matrix is the identity matrix.

In the second usage, the correlation matrix contains the specified values,
filled by rows.

.. warning::
    
    No check is made on the values, in particular the diagonal elements are not
    forced to be equal to 1 and the positiveness of the matrix is not checked."