Mahalanobis Distance + Singular Value Decomposition
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Key: MAHOUT-446
URL: https://issues.apache.org/jira/browse/MAHOUT-446
Project: Mahout
Issue Type: New Feature
Components: Classification
Affects Versions: 0.4
Environment: GNU/Linux Ubuntu Lucid Lynx running in VMWare fusion
2.0.7.
Reporter: Nicolas Maillot
This patch contains an implementation of the Mahalanobis distance + a unit test.
As explained in wikipedia (http://en.wikipedia.org/wiki/Mahalanobis_distance) ,
it is a useful way of determining similarity of an unknown sample set to a
known one. It differs from Euclidean distance in that it takes into account the
correlations of the data set and is scale-invariant.
Also contained in the patch:
-A port of the SingularValueDecomposition Class to the Matrix data structure.
-An embryonic port of the matrix.linalg Algebra class to the Matrix/Vector data
structure.
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