A correlogram or correlation matrix allows to analyse the relationship between each pair of numerical variables of a matrix. The correlation between each pair of variable is visualise through a scatterplot, or a symbol that
represents the correlation (bubble, line, number..). The diagonal represents the distribution of each variable, using an histogram or a density plot. This technique is widely used for exploratory analysis since it avoids to make
hundreds of plots to observe a matrix. The seaborn library allows to make them really easily through the pairplot function and this page gives a few examples.