The accepted answer to question Why is a correlation matrix symmetric? includes this:
The correlation matrix is a measure of linearity. It does not express how two variables are dependent on each other.
My question is : What is there that is related to if/how two variables are dependent on each other?
Edit 1 : When asking this question, not considering anything related to correlation, only want to know if there are ways to see if two or more variables have dependency on each other or not, irrespective high or no correlation between them.
I used the correlation tag because I could not think of what tag to use, please feel free to edit/correct the tag.