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].
[scatter plot matrix]: https://github.com/mgalloy/mglib/blob/master/src/vis/lineplots/mg_scatterplot_matrix.pro "mg_scatterplot_matrix.pro"
[library]: https://github.com/mgalloy/mglib "mgalloy/mglib"