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https://issues.apache.org/jira/browse/MAHOUT-446?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Nicolas Maillot updated MAHOUT-446:
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Attachment: MAHOUT-446.patch
> Mahalanobis Distance + Singular Value Decomposition
> ---------------------------------------------------
>
> 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
> Attachments: MAHOUT-446.patch
>
> Original Estimate: 0h
> Remaining Estimate: 0h
>
> 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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