/* * RapidMiner * * Copyright (C) 2001-2008 by Rapid-I and the contributors * * Complete list of developers available at our web site: * * http://rapid-i.com * * This program is free software: you can redistribute it and/or modify * it under the terms of the GNU Affero General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU Affero General Public License for more details. * * You should have received a copy of the GNU Affero General Public License * along with this program. If not, see http://www.gnu.org/licenses/. */ package com.rapidminer.operator.similarity.bregmandivergences; import Jama.Matrix; import com.rapidminer.example.Example; import com.rapidminer.example.ExampleSet; /** * The "Mahalanobis distance ". * * @author Regina Fritsch * @version $Id: MahalanobisDistance.java,v 1.4 2008/09/12 10:30:46 tobiasmalbrecht Exp $ */ public class MahalanobisDistance extends AbstractBregmanDivergence { //private double[][] data; protected ExampleSet exampleSet; public MahalanobisDistance(ExampleSet es) throws InstantiationException { super(es); exampleSet = es; } public double distance(Example x, double[] y) { double result = 0; // x-y to matrix double[] help = vectorSubtraction(x, y); double[][] helpMatrix = new double[help.length][1]; for (int i = 0; i < help.length; i++) { helpMatrix [i][0] = help[i]; } Matrix xy = new Matrix(helpMatrix); Matrix covarianceMatrix = com.rapidminer.tools.math.matrix.CovarianceMatrix.getCovarianceMatrix(exampleSet); // compute the mahalanobis distance covarianceMatrix = ((xy.transpose()).times(covarianceMatrix.inverse())).times(xy); helpMatrix = covarianceMatrix.getArray(); result = helpMatrix[0][0]; return result; } public boolean isApplicable(Example x) { return true; } }