Confusion matrix in multilabel classification of an object in more than one class simultaneously
Confusion matrix is generally not considered as a useful tool to evaluvate our model for multiclass classification and we rather use what is known as AUC-ROC curve. 

AUC stands for Area Under Curve whereas ROC stands for Reciever Operating Curve. AUC - ROC curve is a performance measurement for classification problem at various thresholds settings. ROC is a probability curve and AUC represents degree or measure of separability. It tells how much model is capable of distinguishing between classes. 

Here is a detailed explaination about the AUC-ROC curve.