A correlation matrix is matrix that compares how to values are related to each other. Correlation can range from values of -1.0 to 1.0, with -1.0 values corresponding to blue and 1.0 values corresponding to red. When put into a matrix, the chart above becomes apparent. If you look at the two axes on this chart, the tissues which we are comparing are in the same order. Therefore, the diagonal line that is going from one corner to the other (the continuous red pixels) occurs because this correlation matrix is comparing one tissue value to the same tissue. All other lines that appear can also reveal information about the correlation between tissues.
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