function res = cov2corr(C) n = size(C,2); res = zeros(n,n); for i=1:n for j=1:n res(i,j) = C(i,j) / sqrt(C(i,i) * C(j,j)); res(j,i) = res(i,j); end end for i=1:n res(i,i) = sqrt(C(i,i)); end