r - Plot correlation matrix into a graph

Question

I have a matrix with some correlation values. Now I want to plot that in a graph that looks more or less like that:

How can I achieve that?

Answer 1

Rather "less" look like, but worth checking (as giving more visual information):

Correlation matrix ellipses: Correlation matrix circles:

Please find more examples in the corrplot vignette referenced by @assylias below.