Class SquareMahalanobis
Squared Mahalanobis distance.
Namespace: ISynergy.Framework.Mathematics.Distances
Assembly: ISynergy.Framework.Mathematics.dll
Syntax
public class SquareMahalanobis : BaseMahalanobis, IMetric<double[]>, IDistance<double[]>, IDistance<double[], double[]>Constructors
View SourceSquareMahalanobis()
Default constructor.
Declaration
public SquareMahalanobis()SquareMahalanobis(CholeskyDecomposition)
Initializes a new instance of the Mahalanobis class.
Declaration
public SquareMahalanobis(CholeskyDecomposition chol)Parameters
| Type | Name | Description |
|---|---|---|
| CholeskyDecomposition | chol | A Cholesky decomposition of the covariance matrix. |
SquareMahalanobis(SingularValueDecomposition)
Initializes a new instance of the Mahalanobis class.
Declaration
public SquareMahalanobis(SingularValueDecomposition svd)Parameters
| Type | Name | Description |
|---|---|---|
| SingularValueDecomposition | svd | A Singular Value decomposition of the covariance matrix. |
SquareMahalanobis(Double[,])
Initializes a new instance of the Mahalanobis class.
Declaration
public SquareMahalanobis(double[, ] precision)Parameters
| Type | Name | Description |
|---|---|---|
| System.Double[,] | precision | The precision matrix (the inverse of the covariance matrix). |
Methods
View SourceFromCovarianceMatrix(Double[,])
Creates a new Square-Mahalanobis distance from a covariance matrix.
Declaration
public static SquareMahalanobis FromCovarianceMatrix(double[, ] covariance)Parameters
| Type | Name | Description |
|---|---|---|
| System.Double[,] | covariance | A covariance matrix. |
Returns
| Type | Description |
|---|---|
| SquareMahalanobis | A square Mahalanobis distance using the SingularValueDecomposition of the given covariance matrix. |
FromPrecisionMatrix(Double[,])
Creates a new Square-Mahalanobis distance from a precision matrix.
Declaration
public static SquareMahalanobis FromPrecisionMatrix(double[, ] precision)Parameters
| Type | Name | Description |
|---|---|---|
| System.Double[,] | precision | A precision matrix. |
Returns
| Type | Description |
|---|---|
| SquareMahalanobis | A square Mahalanobis distance using the given precision matrix. |
Implements
ICloneable