import numpy as np
a = np.array([[0.1, 0.32, 0.2, 0.4, 0.8], [0.23, 0.18, 0.56, 0.61, 0.12], [
    0.9, 0.3, 0.6, 0.5, 0.3], [0.34, 0.75, 0.91, 0.19, 0.21]])
b = np.corrcoef(a)
correlation matrix in python