New metrics correlation matrices

[ythanwerdas]

Checklist

• My pull request has a clear and explanatory title.
• If neccessary, my code is vectorized.
• I have added apropriate unit tests.
• I have made sure the code passes all unit tests. (refer to comment below)
• My PR follows PEP8 guidelines. (refer to comment below)
• My PR follows geomstats coding style and API.
• My code is properly documented and I made sure the documentation renders properly. (Link)
• I have linked to issues and PRs that are relevant to this PR.

Description

Issue

Additional context

[luisfpereira]

Thanks @ythanwerdas. it looks like this is going in the right direction.

Let's discuss together specially the comment on maybe creating StrictlyLowerTriangularMatrices instead.

[codecov]

Codecov Report

Merging #1695 (3fa4117) into master (6d7b34a) will increase coverage by 4.86%.
The diff coverage is 29.17%.

@@            Coverage Diff             @@
##           master    #1695      +/-   ##
==========================================
+ Coverage   82.46%   87.31%   +4.86%     
==========================================
  Files         136      135       -1     
  Lines       13417    12922     -495     
==========================================
+ Hits        11063    11282     +219     
+ Misses       2354     1640     -714     

Flag	Coverage Δ
autograd	87.31% <29.17%> (?)
pytorch	?

Flags with carried forward coverage won't be shown. Click here to find out more.

Impacted Files	Coverage Δ
...omstats/geometry/full_rank_correlation_matrices.py	68.91% <20.00%> (-29.74%)	⬇️
geomstats/geometry/lower_triangular_matrices.py	70.91% <44.45%> (-25.75%)	⬇️

... and 54 files with indirect coverage changes

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