matlab 马氏距离 实例,MATLAB求马氏距离(Mahalanobis distance)

MATLAB求马氏距离(Mahalanobis distance)

1.马氏距离计算公式

d2(xi,xj)=(xi-xj)TS-1(xi-xj)

其中，S是总体的协方差矩阵，而不是样本的协方差矩阵。

2.matlab中现有的函数

>> x=[155 66;180 71;190 73;160 60;190 68;150 58;170 75]

x =

155 66

180 71

190 73

160 60

190 68

150 58

170 75

>> Y = pdist(x,‘mahal‘)

Y =

Columns 1 through 5

1.572816369474562 2.201942917264386 1.635800793960578 2.695107559788053 1.478413355546874

Columns 6 through 10

1.404831102709996 0.629126547789825 1.713111078598705 1.391260434780810 2.103238561272744

Columns 11 through 15

1.590313263839551 2.103238561272744 1.090736759616727 2.589223001191582 2.033867095735081

Columns 16 through 20

1.825496244926879 0.629126547789825 2.743712945526665 2.441925172889290 2.980237487501595

Colum