怎样求马氏距离.doc

怎样求马氏距离（Mahalanobis distance ）matlab版 HYPERLINK /blog/ \l m=0t=1c=fks_087068084081081071081087094095093080088070082087082 学习 2010-01-06 15:33:51 阅读396 评论1 字号：大中小 ? 求马氏距离（matlab版）： 方法一：? X = [1 2; 1 3; 2 2; 3 1];[mx,nx] = size(X);Dis = ones(mx,nx);Cov = cov(X);for i=1:mxfor j=1:nxD(i,j)=((X(i,:)-X(j,:))*inv(C)*(X(i,:)-X(j,:)))^0.5;endendD X X = ???? 1???? 2???? 1???? 3???? 2???? 2???? 3???? 1 D D = ???????? 0??? 2.3452??? 2.0000??? 2.3452??? 2.3452???????? 0??? 1.2247??? 2.4495??? 2.0000??? 1.2247???????? 0??? 1.2247??? 2.3452??? 2.4495??? 1.2247???????? 0 2.3452???????? X的第一行向量与第二行向量之间的马氏距离。 ???? 2.0000???????? X的第一行向量与第三行向量之间的马氏距离。 ?? ? 。。。 方法二： X = [1 2; 1 3; 2 2; 3 1]X =???? 1???? 2???? 1???? 3???? 2???? 2???? 3???? 1Y = pdist(X,mahal)Y =??? 2.3452??? 2.0000??? 2.3452??? 1.2247??? 2.4495??? 1.2247 function d = mahalanobis(X, Mu, C) %MAHALANOBIS Mahalanobis distance. % D = MAHALANOBIS(X, MU, C) returns the Mahalanobis distance between % the length p vectors X and MU given the p by p covariance matrix % C. If omitted, it is assumed that C is the identity matrix(单位矩阵/恒等矩阵) % EYE(p). If either X or MU is an n by p matrix, D will be returned % as an n by g matrix where n is the number of rows in X and g is % the number of rows in MU where each entry i, j corresponds to the % mahalanobis distance between row i of X and row j of MU. If MU is % simply 0, it is treated as the origin from which Mahalanobis % distance to X is calculated. C must be a positive, definite, % symmetric matrix. % % The Mahalanobis distance between vectors X(i,:) and MU(j,:) is % defined as: % % D(i,j) = ((X(i,:) - MU(j,:))*INV(C)*(X(i,:) - MU(j,:))).^(1/2) % Copyright (c) 1999 Michael Kiefte. % $Log$ error(nargchk(2, 3, nargin)) if isempty(X) | ~isa(X, double) | ~isreal(X) | ... any(any(isnan(X) | isinf(X))) error([X must be a vector or matrix of real, finite numeric ... doubles.]) elseif length(X) == prod(size(X)) X = X(:);