Drawing heatmaps using TikZ

I made this little example by following the result of the previous question, but it wasn't straightforward to change it, as I encounter this other problem (btw, thank you to Andrew Stacy for his help finding what was wrong).

Any way, I think this code achieves what you are trying to do. In summary, the code rounds up the number in the cell by a factor of 0.5. However, as Andrew noticed, you need to put some safeguards to prevent the color going out of range ([0,100]). And then you need to circunvent the expansion problem. Thus, the edef and the temp macros. Also, I added the white color if the value is above 50, you can tweak it or remove it as you wish.

documentclass{article}
usepackage[table]{xcolor}
usepackage{pgfplotstable}

pgfplotstableset{
    color cells/.style={
        col sep=comma,
        string type,
        postproc cell content/.code={%
                pgfkeysalso{@cell content=rule{0cm}{2.4ex}%
                pgfmathsetmacroy{min(100,max(0,abs(round(##1 * 0.5))))}%
                ifnum##1<0edeftemp{noexpandcellcolor{blue!y}}tempfi%
                ifnum##1>0edeftemp{noexpandcellcolor{red!y}}tempfi%
                pgfmathtruncatemacroxy%
                ifnumx>50 color{white}fi%
                ##1}%
                }
    }
}

begin{document}
begin{table}caption{Correlation or something}
centering
pgfplotstabletypeset[color cells]{
a,b,c,d
50,-300,-200,-100
-20,0,100,200
5,300,40,800
3,30,50,70
}
end{table}
end{document}

Here is a solution which maps the numerical data linearly into a colormap of pgfplots.

A colormap is a map where the smallest number is mapped to the first color and the largest number is mapped to the last color. Anything in-between is interpolated linearly, i.e. a number which is in the middle between the smallest and the largest will be mapped to a color "in the middle of the colormap". Note that a colormap can be defined by means of any number of colors, not just two. In that case, the intervals will be glued together (compare pgfplots manual).

This allows continous colors as in your screenshot.

EDIT: added support to change the text color based on the cell color and improved integration into non-string-type column types.

EDIT: in order to keep this a reference, I incorporated bugfixes/improvements from the follow-up question Heatmap of a triangular matrix (or a sparse matrix)

documentclass{standalone}
usepackage{colortbl}
usepackage{pgfplots}
usepackage{pgfplotstable}

pgfplotstableset{
    /color cells/min/.initial=0,
    /color cells/max/.initial=1000,
    /color cells/textcolor/.initial=,
    %
    % Usage: 'color cells={min=<value which is mapped to lowest color>, 
    %   max = <value which is mapped to largest>}
    color cells/.code={%
        pgfqkeys{/color cells}{#1}%
        pgfkeysalso{%
            postproc cell content/.code={%
                %
                begingroup
                %
                % acquire the value before any number printer changed
                % it:
                pgfkeysgetvalue{/pgfplots/table/@preprocessed cell content}value
                ifxvalueempty
                    endgroup
                else
                pgfmathfloatparsenumber{value}%
                pgfmathfloattofixed{pgfmathresult}%
                letvalue=pgfmathresult
                %
                % map that value:
                pgfplotscolormapaccess
                    [pgfkeysvalueof{/color cells/min}:pgfkeysvalueof{/color cells/max}]
                    {value}
                    {pgfkeysvalueof{/pgfplots/colormap name}}%
                % now, pgfmathresult contains {<R>,<G>,<B>}
                % 
                % acquire the value AFTER any preprocessor or
                % typesetter (like number printer) worked on it:
                pgfkeysgetvalue{/pgfplots/table/@cell content}typesetvalue
                pgfkeysgetvalue{/color cells/textcolor}textcolorvalue
                %
                % tex-expansion control
                % see https://tex.stackexchange.com/questions/12668/where-do-i-start-latex-programming/27589#27589
                toks0=expandafter{typesetvalue}%
                xdeftemp{%
                    noexpandpgfkeysalso{%
                        @cell content={%
                            noexpandcellcolor[rgb]{pgfmathresult}%
                            noexpanddefinecolor{mapped color}{rgb}{pgfmathresult}%
                            ifxtextcolorvalueempty
                            else
                                noexpandcolor{textcolorvalue}%
                            fi
                            thetoks0 %
                        }%
                    }%
                }%
                endgroup
                temp
                fi
            }%
        }%
    }
}

begin{document}
pgfplotstabletypeset[
    color cells={min=-300,max=800},
    col sep=comma,
]{
    a,b,c,d
    50,-300,-200,-100
    -20,0,100,200
    5,300,40,800
    3,30,50,70
}
%
%
pgfplotstabletypeset[
    color cells={min=-300,max=800},
    col sep=comma,
    /pgfplots/colormap={whiteblue}{rgb255(0cm)=(255,255,255); rgb255(1cm)=(0,0,188)},
]{
    a,b,c,d
    50,-300,-200,-100
    -20,0,100,200
    5,300,40,800
    3,30,50,70
}

pgfplotstabletypeset[
    color cells={min=0,max=0.8,textcolor=-mapped color!80!black},
    /pgfplots/colormap/greenyellow,
    /pgf/number format/sci,
]{
    a   b   c   d
    5e-1    8e-1    4.4e-2  1e-3     
    0.050   -0.300  -0.200  -0.100
    -0.20   0.1 0.100   0.200
    0.005   0.300   0.40    0.800
    0.8 0.030   0.050   0.70
}
end{document}

The style here assumes that you set the minimum and maximum value manually. If a number is below or above the minimum/maximum, it will be clipped automatically.

After my first edit, the style respects any output format instructions, i.e. you can apply number formatting and/or postprocessing as with any other data in pgfplotstable. It also makes the code a little bit more complex.

The last entry shows that data in the range [0,1] also seems to work reasonably... and it also shows that the text (foreground) color can be changed in dependence on mapped color.

My document shows two different colormaps for the same data. You may want to study the pgfplots manual to learn how to customize colormaps.

If you're not too familiar with pgfplotstableset and it's somewhat cryptic looking syntax (at least to the unfamiliar like me) a more readable alternative is to use simple TiKZ nodes with foreach loops running over a list of lists:

documentclass[tikz]{standalone}

begin{document}
begin{tikzpicture}[scale=0.6]
  node at (5,0) {Heatmap of Nodes};
  foreach y [count=n] in {
      {74,25,39,20,3,3,3,3,3},
      {25,53,31,17,7,7,2,3,2},
      {39,31,37,24,3,3,3,3,3},
      {20,17,24,37,2,2,6,5,5},
      {3,7,3,2,12,1,0,0,0},
      {3,7,3,2,1,36,0,0,0},
      {3,2,3,6,0,0,45,1,1},
      {3,3,3,5,0,0,1,23,1},
      {3,2,3,5,0,0,1,1,78},
    } {
      foreach x [count=m] in y {
        node[fill=yellow!x!purple, minimum size=6mm, text=white] at (m,-n) {x};
      }
    }
end{tikzpicture}
end{document}