Full correlation coefficient matrices of covariance matrices (defined in Eq. (30)) of the gy and the gκ cross-correlations in each tomographic bin. Each covariance matrix consists of four sub-matrices, corresponding to the covariances of and (block diagonals), as well as their cross-covariance. For each sub-matrix, the pixels show the cross coefficient between binned C_ℓ’s, where ℓ bins are defined in Sect. 4.1.