Algorithm 1 Extracting ordered upper triangle part of correlation matrix

Input:$N\times N$ correlation matrix S

Output: Ordered correlation array C of size $N(N-1)/2$

1: $idx=blockDim.x\ast blockIdx.x+threadIdx.x$

2: $i=idx/N$

3: $j=idx\%N$

4: if $i<j$ and $i<N$ and $j<N$ then

5:  $k_1=i\times N-{\displaystyle \frac{i\times (i+1)}{2}}+j-i$

6:  $k_2=j\times N+i$

7:  $C[k_1-1]=S[k_2]$

8: end if