I am finding the cross correlation coefficient of two complex signals by using corrcoef function of MATLAB. The signals are vectors of dimension 1 x 1000 but by using corrcoef I am getting a matrix of size 2 x 2, say
1.0000 + 0.0000i 0.0121 - 0.0455i
0.0121 + 0.0455i 1.0000 + 0.0000i
I am unable to understand the logic behind the generation of 2 x 2 matrix after corrcoef function. Even MATLAB documentation has no information regarding this. I would be thankful if anyone provides me explanation about the meaning of this matrix!