Melt the Upper Triangular Matrix of a Pandas Dataframe

Building from solution by @jezrael, boolean indexing would be a more explicit approach:

import numpy
from pandas import DataFrame

df = DataFrame({'a':[1,.5,.3],'b':[.5,1,.4],'c':[.3,.4,1]},index=list('abc'))
print df,'\n'
keep = np.triu(np.ones(df.shape)).astype('bool').reshape(df.size)
print df.stack()[keep]

output:

     a    b    c
a  1.0  0.5  0.3
b  0.5  1.0  0.4
c  0.3  0.4  1.0 

a  a    1.0
   b    0.5
   c    0.3
b  b    1.0
   c    0.4
c  c    1.0
dtype: float64

Also buildin on solution by @jezrael, here's a version adding a function to do the inverse operation (from xy to matrix), usefull in my case to work with covariance / correlation matrices.

def matrix_to_xy(df, columns=None, reset_index=False):
    bool_index = np.triu(np.ones(df.shape)).astype(bool)
    xy = (
        df.where(bool_index).stack().reset_index()
        if reset_index
        else df.where(bool_index).stack()
    )
    if reset_index:
        xy.columns = columns or ["row", "col", "val"]
    return xy


def xy_to_matrix(xy):
    df = xy.pivot(*xy.columns).fillna(0)
    df_vals = df.to_numpy()
    df = pd.DataFrame(
        np.triu(df_vals, 1) + df_vals.T, index=df.index, columns=df.index
    )
    return df
df = pd.DataFrame(
    {"a": [1, 0.5, 0.3], "b": [0.5, 1, 0.4], "c": [0.3, 0.4, 1]},
    index=list("abc"),
)
print(df)
xy = matrix_to_xy(df, reset_index=True)
print(xy)
mx = xy_to_matrix(xy)
print(mx)

output:

     a    b    c
a  1.0  0.5  0.3
b  0.5  1.0  0.4
c  0.3  0.4  1.0

  row col  val
0   a   a  1.0
1   a   b  0.5
2   a   c  0.3
3   b   b  1.0
4   b   c  0.4
5   c   c  1.0

row    a    b    c
row
a    1.0  0.5  0.3
b    0.5  1.0  0.4
c    0.3  0.4  1.0

First I convert lower values of df to NaN by where and numpy.triu and then stack, reset_index and set column names:

import numpy as np

print df
     a    b    c
a  1.0  0.5  0.3
b  0.5  1.0  0.4
c  0.3  0.4  1.0

print np.triu(np.ones(df.shape)).astype(np.bool)
[[ True  True  True]
 [False  True  True]
 [False False  True]]

df = df.where(np.triu(np.ones(df.shape)).astype(np.bool))
print df
    a    b    c
a   1  0.5  0.3
b NaN  1.0  0.4
c NaN  NaN  1.0

df = df.stack().reset_index()
df.columns = ['Row','Column','Value']
print df

  Row Column  Value
0   a      a    1.0
1   a      b    0.5
2   a      c    0.3
3   b      b    1.0
4   b      c    0.4
5   c      c    1.0