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Pair-wise Euclidean Distance Matrix

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Pair-wise Euclidean Distance Matrix

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21 Mar 2014 (Updated )

Computing the distance matrix without loops

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Description

This is a very simple function to compute pair-wise Euclidean distances within a vector set, from between two vector sets. Although simple, it is very useful. Using loops will be too slow.
D=distanceMatrix(X), where X is N*d data, and D is N*N distance matrix.

or D=distanceMatrix2(X,Y).

Required Products MATLAB
MATLAB release MATLAB 8.2 (R2013b)
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Comments and Ratings (1)
21 May 2014 Jonas Lundgren

Dear Quan Wang,

It is a widespread misunderstanding that MATLAB loops are slow in general. Loops with simple math operations can be very fast. Waste of memory is always slow and so is the function repmat.

Compare distanceMatrix(X) with distmat(X) below. X = rand(1000,3).

I am sure you will reply with something even faster. I look forward to update the rating.

Kind regards
Jonas Lundgren

%------------------
function D = distmat(X)
%DISTMAT Compute euclidian distance matrix from coordinates

[n,dim] = size(X);
D = zeros(n);
for j = 1:n
for k = 1:dim
v = X(:,k) - X(j,k);
D(:,j) = D(:,j) + v.*v;
end
end
D = sqrt(D);

Updates
20 May 2014

Added distance matrix from X to Y.

20 May 2014

Changed the description.

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