在SQL Server中创建关联矩阵

Question

我正在尝试在SQL Server中获取关联矩阵，并且我的数据在表中的方式如下：

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

......等等。

我想写一个代码，所以我的输出看起来如下：

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

只要订单从上到下，从左到右在顶部，RptLOB的顺序无关紧要。我一直试图找到一种方法来解决这个问题，我不太清楚最好的方法是什么。我在考虑使用PIVOT，但不会输出RptLOB（它们将被视为表中的列）。

编辑：

此输出将插入另一个表中，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

Answer 1

您可以使用PIVOT。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;

请参阅SQL Fiddle with demo

如果要关联的值的数量未知，则需要使用动态版本：

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)

请参阅SQL Fiddle with demo

编辑 - 根据您的评论，如果您希望列标题位于另一行，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)

请参阅SQL Fiddle with demo

Answer 2

问题是您的数据不够完整。所以，用你需要的东西来增强它：

with d as (
    select RptLOB1, RptLOB2, Correlation from t union all
    select RptLOB2, RptLOB1, Correlation from t union all
    select distinct RptLob1, RptLob1, 1.0 from t
)
select RptLOB1, RptLOB2, Corr
from d
pivot (max(correlation) for val in ('AE', 'Bail', 'Commercial')) as corr

如果您不知道所有值的名称，那么一般情况下您将需要动态SQL。