The principal component analysis of flow correlations in heavy-ion collisions is studied. The correlation matrix of harmonic flow is generalized to correlations involving several different flow vectors. The method can be applied to study the nonlinear coupling between different harmonic modes in a double differential way in transverse momentum or pseudorapidity. The procedure is illustrated with results from the hydrodynamic model applied to Pb+Pb collisions at $sqrt{s}=2760$GeV. Three examples of generalized correlations matrices in transverse momentum are constructed corresponding to the coupling of $v_2^2$ and $v_4$, of $v_2v_3$ and $v_5$, or of $v_2^3$, $v_3^3$, and $v_6$. The principal component decomposition is applied to the correlation matrices and the dominant modes are calculated.
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