title: plot legends of a correlation matrix
body: <p>I have a correlation mat obtained from a data frame</p>
  
  <pre><code>&gt;&gt;&gt; mat
                     Lcaud     Rcaud  Left_cereb_gm  Right_cereb_gm     Lamyg            
  Rcaud           0.931934  1.000000       0.856891        0.715523  0.924995
  Left_cereb_gm   0.915274  0.856891       1.000000        0.938301  0.601521
  Right_cereb_gm  0.744007  0.715523       0.938301        1.000000  0.445450
  Lamyg           0.754676  0.924995       0.601521        0.445450  1.000000
  Rput            0.717757  0.876985       0.635881        0.462773  0.912815
  </code></pre>
  
  <p>I can nicely plot it with : </p>
  
  <pre><code>heatmap = plt.pcolor(mat, cmap=matplotlib.cm.Blues)
  </code></pre>
  
  <p>but I would like to get the legends 'Lcaud', 'Rcaud' etc... on the plot. </p>
  
  <p>How can I achieve this?</p>