matlab 马氏距离 实例,马氏距离在MATLAB中的代码,用代码表示公式.公式如图.

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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:

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