Create a triangular correlation plot (triangular heatmap)

triangluar_heatmap.py

import numpy as np
import seaborn as sns
from scipy.ndimage import rotate


def plot_heatmap_triu(m, shape=(10,10)):
    """
        Plot a symmetric matrix as a triangluar heatmap.
        
        - m: 2d ndarray of numpy (symmetric)
        - shape of the final image (optional)
    """
    rotated = rotate(np.triu(np.nan_to_num(m)), angle=45)
    sns.plt.figure(figsize=shape)
    sns.heatmap(rotated[:(int(rotated.shape[0]/2)),:], 
                xticklabels=False, 
                yticklabels=False, 
                cbar=False)
    

m = [[1, 2, 3],
     [2, 5, 6],
     [3, 6, 2]]

plot_heatmap_triu(m)