lans_mahadist.m

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%	lans_mahadist	- Mahalanobis distance from a set of vector means%%	[mdist]	= lans_mahadist(mu,vdata[,sigmai])%%	_____OUTPUTS____________________________________________________________%	mdist	Mahalanobis distance matrix (MxN)		(matrix)%		of each vector in vdata to each vector mean%%	_____INPUTS_____________________________________________________________%	mu	list of M vector centers (Mxd)			(col vectors)%	vdata	set of N data vectors (Nxd)			(col vectors)%	sigmai	inverse covariance matrix (dxdxM)		(3-D matrix)%%	_____EXAMPLE____________________________________________________________%%%	_____NOTES______________________________________________________________%	- leave out sigmai or set sigmai = 1 for standard Euclidean distances%	- each mdist(i,{1:N}) is computed as%		dv'*sigmai(:,:,i)*dv where%		dv{1:N}	= mu(:,i) - vdata(:,{1:N})%	- each row i of mdist represents the Mahalanobis distance of vdata to%	  that particular vector mean i with inverse covariances sigmai(:,:,i)%%	_____SEE ALSO___________________________________________________________%	lans_dist.m%%	(C) 2000.07.09 Kui-yu Chang%	http://lans.ece.utexas.edu/~kuiyu%	This program is free software; you can redistribute it and/or modify%	it under the terms of the GNU General Public License as published by%	the Free Software Foundation; either version 2 of the License, or%	(at your option) any later version.%%	This program is distributed in the hope that it will be useful,%	but WITHOUT ANY WARRANTY; without even the implied warranty of%	MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the%	GNU General Public License for more details.%%	You should have received a copy of the GNU General Public License%	along with this program; if not, write to the Free Software%	Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307, USA%	or check%			http://www.gnu.org/function	[mdist]	= lans_mahadist(mu,vdata,sigmai)if nargin<3	sigmai=1;	end[d d M1]	= size(sigmai);if (d==1)&(sigmai==1)	mdist	= lans_dist(mu,vdata);	return;end[d1,M]	= size(mu);[d2,N]	= size(vdata);if (d1~=d2)	error('vector data dimensionality differs from that of mean vectors');end;if (d~=d1)	error('Dimensionality of sigmai does not match that of mean vectors');end;if (M1~=M)	error('Number of sigmai differs from noumber of mean vectors');endmdist	= zeros(M,N);if d==1	for i=1:M		vdiff		= vset(:,i)*ones(1,N)-vdata;		mdist(i,:)	= vdiff.*vdiff*sigmai(i);	endelse	for i=1:M		vdiff		= mu(:,i)*ones(1,N)-vdata;			tdist		= vdiff'*sigmai(:,:,i);		mdist(i,:)	= sum(tdist'.*vdiff);	endend

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