title: How to check correlation between matching columns of two data sets?
body: <p>If we have the data set:</p>
  
  <pre><code>import pandas as pd
  a = pd.DataFrame({"A":[34,12,78,84,26], "B":[54,87,35,25,82], "C":[56,78,0,14,13], "D":[0,23,72,56,14], "E":[78,12,31,0,34]})
  b = pd.DataFrame({"A":[45,24,65,65,65], "B":[45,87,65,52,12], "C":[98,52,32,32,12], "D":[0,23,1,365,53], "E":[24,12,65,3,65]})
  </code></pre>
  
  <p>How does one create a correlation matrix, in which the y-axis represents "a" and the x-axis represents "b"? </p>
  
  <p>The aim is to see correlations between the matching columns of the two datasets like this:</p>
  
  <p><a href="https://i.stack.imgur.com/oEkd6.jpg" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/oEkd6.jpg" alt="enter image description here"></a></p>