我试图在 SQL Server 中获取相关矩阵，并且我的数据按以下方式存储在表中：

RptLOB1     RptLOB2   Correlation
AE          AE             1
Bail        AE            0.35
Commercial  Bail          0.25
Commercial  AE            0.15

...等等。

我想编写一段代码，以便我的输出如下所示：

            AE     Bail   Commercial
AE          1      0.35      0.15
Bail        0.35    1        0.25
Commercial  0.15   0.25       1

RptLOB 的顺序并不重要，只要从上到下和从左到右的顺序相同即可。我一直在尝试找到一种方法来解决这个问题，但我不太确定最好的方法是什么。我正在考虑使用 PIVOT，但这不会在顶部输出 RptLOB（它们将被视为表中的列）。

EDIT:

该输出将被插入到另一个表中，如下所示：

col1             col2        col3                            col4        col5              

Generic
Company Inputs   Insurance   Stochastic Model Correlations   Exposure    Correlation Matrix
                 AE          Bail                            Commercial
AE               1           0.35                            0.15
Bail             0.35        1                               0.25
Commercial       0.15        0.25                            1

您可以使用PIVOT为了这。如果您知道必须转换的列数，则可以使用静态版本：

select *
from 
(
  select RptLOB1 RptLOB1, RPTLOB2 RPTLOB2, Correlation
  from yourtable
  union all
  select RPTLOB2, RptLOB1, Correlation
  from yourtable
  union all
  select distinct RptLOB1, RptLOB1, 1.0
  from yourtable
) x
pivot
(
  max(Correlation)
  for RPTLOB2 in ([AE], [Bail], [Commercial])
) p;

see SQL Fiddle 演示 http://sqlfiddle.com/#!3/4f4fa/25

如果您有未知数量的关联值，那么您将需要使用动态版本：

DECLARE @query  AS NVARCHAR(MAX),
    @colsPivot as  NVARCHAR(MAX)

select @colsPivot = STUFF((SELECT distinct  ',' 
                      + quotename(RptLOB1)
                    from yourtable t
            FOR XML PATH(''), TYPE
            ).value('.', 'NVARCHAR(MAX)') 
        ,1,1,'')

set @query 
  = 'select RptLOB1, '+@colspivot+ '
     from 
     (
       select RptLOB1 RptLOB1, RPTLOB2 RPTLOB2, Correlation
       from yourtable
       union all
       select RPTLOB2, RptLOB1, Correlation
       from yourtable
       union all
       select distinct RptLOB1, RptLOB1, 1.0
       from yourtable
      ) x
      pivot
      (
        max(Correlation) 
        for RPTLOB2 in ('+ @colspivot +')
      ) p'

exec(@query)

see SQL Fiddle 演示 http://sqlfiddle.com/#!3/4f4fa/31

编辑 - 根据您的评论，如果您希望将列标题放在另一行中，则可以使用以下内容：

DECLARE @query  AS NVARCHAR(MAX),
    @colsPivot as  NVARCHAR(MAX),
    @colsRow as  NVARCHAR(MAX),
    @colsConverted as  NVARCHAR(MAX)

select @colsPivot = STUFF((SELECT distinct  ',' 
                      + quotename(RptLOB1)
                    from yourtable t
            FOR XML PATH(''), TYPE
            ).value('.', 'NVARCHAR(MAX)') 
        ,1,1,'')

select @colsRow = STUFF((SELECT distinct  ', ''' 
                      + RptLOB1 + ''' as ' + RptLOB1
                    from yourtable t
            FOR XML PATH(''), TYPE
            ).value('.', 'NVARCHAR(MAX)') 
        ,1,1,'')

select @colsConverted
      = STUFF((SELECT distinct  ', CAST(' 
                + quotename(RptLOB1) 
                 + ' as varchar(50))'
                from yourtable t
            FOR XML PATH(''), TYPE
            ).value('.', 'NVARCHAR(MAX)') 
        ,1,1,'')


set @query 
  = 'select ''RptLOB1'' as RptLOB1, 
      '+ @colsRow + '
     union all 
     select RptLOB1, '+ @colsConverted+ '
     from 
     (
       select RptLOB1 RptLOB1, RPTLOB2 RPTLOB2, Correlation
       from yourtable
       union all
       select RPTLOB2, RptLOB1, Correlation
       from yourtable
       union all
       select distinct RptLOB1, RptLOB1, 1.0
       from yourtable
      ) x
      pivot
      (
        max(Correlation) 
        for RPTLOB2 in ('+ @colspivot +')
      ) p'

exec(@query)

see SQL Fiddle 演示 http://sqlfiddle.com/#!3/4f4fa/42