From: Anton on
Dear experts,

Stupid question for you guys, how do you calculate the Euclidean distance between two matrices?

For example: Find the distance between [2 3; 1 2] and [4 0; -1 12].

Assumptions:
1. Square matrices
2. Relatively small matrices (3x3 actually)

I'm looking for code that is SIMPLE and, more importantly, FAST.

Thanks in advance!
-Anton
From: Walter Roberson on
Anton wrote:
> how do you calculate the Euclidean
> distance between two matrices?
> For example: Find the distance between [2 3; 1 2] and [4 0; -1 12].
>
> Assumptions:
> 1. Square matrices
> 2. Relatively small matrices (3x3 actually)
>
> I'm looking for code that is SIMPLE and, more importantly, FAST.

What is "the Euclidean distance between two matrices" ? Euclidean
distance is defined for coordinate vectors, not matrices. If your 2x2
matrix is expected to return a vector with two elements, then you will
need to define whether you want to take distances row-wise or column-wise.
From: Anton on
Walter Roberson <roberson(a)hushmail.com> wrote in message <g_sRn.58279$h57.21829(a)newsfe22.iad>...
> Anton wrote:
> > how do you calculate the Euclidean
> > distance between two matrices?
> > For example: Find the distance between [2 3; 1 2] and [4 0; -1 12].
> >
> > Assumptions:
> > 1. Square matrices
> > 2. Relatively small matrices (3x3 actually)
> >
> > I'm looking for code that is SIMPLE and, more importantly, FAST.
>
> What is "the Euclidean distance between two matrices" ? Euclidean
> distance is defined for coordinate vectors, not matrices. If your 2x2
> matrix is expected to return a vector with two elements, then you will
> need to define whether you want to take distances row-wise or column-wise.

Dear Walter,

Woops! Is there perhaps another distance metric commonly used for matrices (tensors)?
From: Walter Roberson on
Anton wrote:

> Woops! Is there perhaps another distance metric commonly used for
> matrices (tensors)?

Looking at the wikipedia entry about distance metrics, it appears that
in differential geometry, metrics are only meaningful for vector spaces,
not for tensors.

You might, of course, not be restricting yourself to differential
calculus, but if not then "distance metric" might have a rather
different meaning than Euclidean distance -- e.g., you might be
concerned about the geodesic rather than Euclidean distance. I think you
might have to give a bit more context.
From: Bruno Luong on
"Anton " <aorliche(a)gmail.com> wrote in message <hv5oa9$cbl$1(a)fred.mathworks.com>...

>
> Dear Walter,
>
> Woops! Is there perhaps another distance metric commonly used for matrices (tensors)?

Help NORM. The Frobenious is what is commonly used (fast and I believe equivalent to 2-norm, which is much expensive to compute because it requires finding the largest singular value of the difference).

I can't never understand why some people state they want to compute "something", and they do not seem to have a slightest idea what exactly that has to be computed.

Bruno
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