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scipy.spatial.distance.mahalanobis¶

scipy.spatial.distance.mahalanobis(u, v, VI)[source]¶

Computes the Mahalanobis distance between two n-vectors u and v, which is defined as

$\sqrt{ (u-v) V^{-1} (u-v)^T }$

where V is the covariance matrix. Note that the argument VI is the inverse of V.

Parameters :

u : ndarray

An $n$ -dimensional vector.

v : ndarray

An $n$ -dimensional vector.

VI : ndarray

The inverse of the covariance matrix.

Returns :

d : double

The Mahalanobis distance between vectors u and v.