Class Mahalanobis
Mahalanobis distance.
Inherited Members
Namespace: ISynergy.Framework.Mathematics.Distances
Assembly: ISynergy.Framework.Mathematics.dll
Syntax
public class Mahalanobis : BaseMahalanobis, IMetric<double[]>, IDistance<double[]>, IDistance<double[], double[]>Constructors
View SourceMahalanobis()
Default constructor.
Declaration
public Mahalanobis()Mahalanobis(CholeskyDecomposition)
Initializes a new instance of the Mahalanobis class.
Declaration
public Mahalanobis(CholeskyDecomposition chol)Parameters
| Type | Name | Description |
|---|---|---|
| CholeskyDecomposition | chol | A Cholesky decomposition of the covariance matrix. |
Mahalanobis(SingularValueDecomposition)
Initializes a new instance of the Mahalanobis class.
Declaration
public Mahalanobis(SingularValueDecomposition svd)Parameters
| Type | Name | Description |
|---|---|---|
| SingularValueDecomposition | svd | A Singular Value decomposition of the covariance matrix. |
Mahalanobis(Double[,])
Initializes a new instance of the Mahalanobis class.
Declaration
public Mahalanobis(double[, ] precision)Parameters
| Type | Name | Description |
|---|---|---|
| System.Double[,] | precision | The precision matrix (the inverse of the covariance matrix). |
Methods
View SourceDistance(Double[], Double[])
Computes the distance d(x,y) between points
x and y.
Declaration
public override double Distance(double[] x, double[] y)Parameters
| Type | Name | Description |
|---|---|---|
| System.Double[] | x | The first point |
| System.Double[] | y | The second point |
Returns
| Type | Description |
|---|---|
| System.Double | A double-precision value representing the distance |
Overrides
View SourceFromCovarianceMatrix(Double[,])
Creates a new Mahalanobis distance from a covariance matrix.
Declaration
public static Mahalanobis FromCovarianceMatrix(double[, ] covariance)Parameters
| Type | Name | Description |
|---|---|---|
| System.Double[,] | covariance | A covariance matrix. |
Returns
| Type | Description |
|---|---|
| Mahalanobis | A Mahalanobis distance using the SingularValueDecomposition of the given covariance matrix. |
FromPrecisionMatrix(Double[,])
Creates a new Mahalanobis distance from a precision matrix.
Declaration
public static Mahalanobis FromPrecisionMatrix(double[, ] precision)Parameters
| Type | Name | Description |
|---|---|---|
| System.Double[,] | precision | A precision matrix. |
Returns
| Type | Description |
|---|---|
| Mahalanobis | A Mahalanobis distance using the given precision matrix. |