Matrix of correlation coefficients corresponding to the covariance, Σ_n(z), of the five-bin tomographic redshift distribution (see also Figs. 1 and 4) estimated for the KiDS+VIKING-450 data release (Hildebrandt et al. 2020; Wright et al. 2019) via direct redshift calibration. The covariance is estimated through spatial bootstrapping of spectroscopic calibration samples (see Hildebrandt et al. 2020 for more details), and axis labels illustrate the subsections of the matrix corresponding to each of the five tomographic bins n_i(z). The covariance is used to describe a multivariate Gaussian sampling distribution for realizations of photometric redshift distributions (Sect. 3.1.1).