I'm trying to make this kind of heatmap: two triangle heatmaps in one square. But it seems I couldn't find the guide on how to make this kind of heatmap. Any recommended package/library or guides? Thanks!

I'm looking to make a two, two range colour scheme heatmap where each range corresponds to a separate triangle in the heatmap square. 

I am looking for a relevant guide for this heatmap. Any recommended package/library or guides? Thanks!