Feature/symmetric correlation matrix #1295

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Run time

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Job	Run time
ubuntu-22.04 - clang++-11	30m 18s
ubuntu-22.04 - clang++-12	31m 15s
ubuntu-22.04 - clang++-13	31m 40s
ubuntu-22.04 - clang++-14	31m 53s
ubuntu-20.04 - clang++-8	30m 56s
ubuntu-20.04 - clang++-9	30m 11s
ubuntu-20.04 - clang++-10	30m 0s
ubuntu-20.04 - clang++-11	30m 39s
ubuntu-20.04 - clang++-12	30m 0s
	4h 36m 52s