Is there a function to make scatterplot matrices in matplotlib?

For those who do not want to define their own functions, there is a great data analysis libarary in Python, called Pandas, where one can find the scatter_matrix() method:

from pandas.plotting import scatter_matrix
df = pd.DataFrame(np.random.randn(1000, 4), columns = ['a', 'b', 'c', 'd'])
scatter_matrix(df, alpha = 0.2, figsize = (6, 6), diagonal="kde")