corrcov
[C, sigma] = corrcov(cv) converts the covariance matrix cv into the correlation matrix C and returns the standard deviation vector sigma. C must be a square, symmetric and positive semi-definite matrix.
Examples
>> covar = [1,1,8.1; 1, 16, 18; 8.1, 18, 81] [corrX,sigma] = corrcov(covar) [covar:3x3 double] [corrX:3x3 double] [sigma:3x1 double] >> corrX# 1 0.25 0.9 0.25 1 0.5 0.9 0.5 1 >> sigma# 1 4 9