Thanks for the clarification. Would I be right in assuming you would not be looking to export just the static image of the correlation matrix?
The correlation matrix generated by the Association Analysis tool is created through a combination of R code, HTML script as well as our Report Text tool which is configured to treat the text as raw PCXML. As a concequence of this, the correlation matrix can only be fully interactive in a document format or software which supports this interactivity. As of now exporting the interactive matrix, as is, to a PDF or Word doc format isn't currently supported. If you're interested, you can see the underlying tools and code which make up the Association Analysis tool (macro) by right clicking on the tool and selecting 'Open Macro'.
However Alteryx does support output to a PCXML or HTML format via the Render tool in the reporting category. Both of these document formats allow the export of the interactive matrix (see below). Whilst this would be mean potentially changing the format of your current reporting, you can create some professionally structured and robust reports via our other Reporting tools, such as Layout, Table and Image to recreate your report outside of the PDF or Word format.
The output could then be accessed via a brower to produce something like the below, a fully interactive correlation matrix.
If this is something of interest, you can find more information on Rendering HTML reports via this community article.
And how to structure them to make awesome looking reports, here.