Treat each row of 2-D array X as a variable. Return the Pearson
correlation coefficient matrix between all rows.
Input
[[1 0 0 3 1]
[3 6 6 2 9]
[4 5 3 8 0]]
Output
[[ 1. -0.58848989 0.56011203]
[-0.58848989 1. -0.8652532 ]
[ 0.56011203 -0.8652532 1. ]]