mahalanobis_distance.hpp

Go to the documentation of this file.

/*
Copyright© 2014 Akihiro Nishimura

This software is released under the MIT License.
http://opensource.org/licenses/mit-license.php
*/

#ifndef SIG_UTIL_MAHALANOBIS_DISTANCE_HPP
#define SIG_UTIL_MAHALANOBIS_DISTANCE_HPP

#include "comparable_check.hpp"
#include "../calculation/ublas.hpp"
#include "../calculation/binary_operation.hpp"

namespace sig
{
namespace impl
{
    template <class T>
    double mahalanobis_impl(
        matrix_u<T> const& cov,
        vector_u<T> const& v)
    {
        using boost::numeric;
        return std::sqrt(ublas::inner_prod(v, ublas::prod(*invert_matrix(cov), v)));
    }
}

struct MahalanobisDistance
{
    template <class T1, class T2>
    double operator()(vector_u<T1> const& vec1, vector_u<T2> const& vec2) const
    {
        //assert(is_comparable(vec1, vec2, impl::NumericVectorTag()));

        return impl::mahalanobis_impl(covariance(vec1, vec2), minus(vec1, vec2));
    }
};

}
#endif