com.cloudera.science.ml.parallel.covariance.MahalanobisDistance.java Source code

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Here is the source code for com.cloudera.science.ml.parallel.covariance.MahalanobisDistance.java

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/**
 * Copyright (c) 2013, Cloudera, Inc. All Rights Reserved.
 *
 * Cloudera, Inc. licenses this file to you under the Apache License,
 * Version 2.0 (the "License"). You may not use this file except in
 * compliance with the License. You may obtain a copy of the License at
 *
 *     http://www.apache.org/licenses/LICENSE-2.0
 *
 * This software is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR
 * CONDITIONS OF ANY KIND, either express or implied. See the License for
 * the specific language governing permissions and limitations under the
 * License.
 */
package com.cloudera.science.ml.parallel.covariance;

import org.apache.mahout.math.DenseMatrix;
import org.apache.mahout.math.DenseVector;
import org.apache.mahout.math.Matrix;
import org.apache.mahout.math.Vector;

import java.io.Serializable;

public class MahalanobisDistance implements Serializable {
    private final double[] means;
    private final double[][] covInv;
    private final long n;
    private transient Vector m;
    private transient Matrix ci;

    public MahalanobisDistance(double[] means, double[][] covInv, long n) {
        this.means = means;
        this.covInv = covInv;
        this.n = n;
    }

    public void initialize() {
        if (m == null) {
            this.m = new DenseVector(means);
            this.ci = new DenseMatrix(covInv);
        }
    }

    public double distance(Vector v) {
        Vector d = v.minus(m);
        return d.dot(ci.times(d));
    }
}