Scatter plot matrices can be drawn and brushed in XGobi after re-structuring the data, and constructing a row groups file. It can be achieved either with a command line argument:
or on-the-fly by selecting "Scatterplot Matrices" in the "Tools" menu. In this latter case, it uses the active tour variables as the subset of variables in the scatterplot matrix.
If you start up one xgobi with the data in regular format and one xgobi with scatterplot matrix format linked brushing can be done between the two xgobi's in the usual way.
The layout is displayed in the figure above: essentially variables 1:(p-1) are along the horizontal axis, and variables 2:p stretch from top to bottom of the vertical axis. If you use the "-scatmat" option the diagonal elements of the array will have the variable labels associated with dummy points, so that the rows and columns of the matrix can be labelled using the indentification mode.
To brush, go into "Brush" mode and select color/glyph and start painting in one of the cells.