MAHALAN |
Computes Mahalanobis distance.
Synopsis:
dist = mahalan(X,Mean,Cov)
Description:
It computes Mahalanobis distance between column vectors
of matrix X and vector Mean with matrix Cov, i.e.,
dist(i) = (X(:,i)-Mean)'*inv(C)*(X(:,i)-Mean)
for all i=1:size(X,2).
Input:
X [dim x num_data] Input data.
Mean [dim x 1] Vector.
Cov [dim x dim] Matrix.
Output:
dist [1 x num_data] Mahalanobis distance.
Example:
It plots isolines of Mahalanobis distance.
[Ax,Ay] = meshgrid(linspace(-5,5,100), linspace(-5,5,100));
dist = mahalan([Ax(:)';Ay(:)'],[0;0],[1 0.5; 0.5 1]);
figure; contour( Ax, Ay, reshape(dist,100,100));
About: Statistical Pattern Recognition Toolbox
(C) 1999-2003, Written by Vojtech Franc and Vaclav Hlavac
Czech Technical University Prague
Faculty of Electrical Engineering
Center for Machine Perception
Modifications:
28-apr-2004, VF