PE_DISTM

Square Pseudo-Euclidean (PE) Distance Between Two Datasets

    D = PE_DISTM(A,B)
    D = A*PE_DISTM([],B)
    D = A*(B*PE_DISTM)
    D = PE_DISTM(A)

Input
A	NxK Matrix or dataset, Euclidean or pseudo-Euclidean
B	MxK Matrix or dataset, Euclidean or pseudo-Euclidean

Output
D	NxM Euclidean distance dataset or matrix

Description

Computation of the square pseudo-Euclidean distance matrix D between two sets  of vectors, A and B. The pseudo-Euclidean distance with the signature SIG (e.g. SIG = [10 5]) between vectors X and Y is computed as an indefinite  'Euclidean' distance
D(X,Y) = (X-Y)'*J*(X-Y),  where J is a diagonal matrix with 1's, followed by -1's.

J	= diag ([ONES(SIG(1),1); -ONES(SIG(2),1)]);

In a PE dataset the signature is stored in the user field, see  SETSIG. This signature is derived from A. It is not stored in D as D does not contain vectors in a PE space.

D is a dataset with the labels defined by the labels of A and feature labels  defined by the labels of B.

REMARKS Note that square pseudo-Euclidean distances can be negative. Zero  distances can be negative due to small computational inaccuracies. The  call     D = PE_DISTM(A)
  forces symmetry and a zero diagonal.  If A nd B are both Euclidean then D = PE_DISTM(A,B) calls D = DISTM(A,B)

See also

prdataset, setsig, distm,