I have been doing some reading about machine learning recently, using Python as an implementation language. I lot of the routines used are fairly easy to implement in IDL, so I have started filling out my library with IDL versions.

I have written a scatter plot matrix routine that takes a collection of vectors and makes all the scatter plots between pairs of them. For example, here’s a scatter plot matrix produced by the routine for the classic iris dataset:

If you want to use the routine, it’s probably easiest to clone my entire library.