Fundamentals of Statistics contains material of various lectures and courses of H. Lohninger on statistics, data analysis and chemometrics......click here for more. |
Home Multivariate Data Basic Knowledge Distance Matrix | |
See also: Structure of Measured Data, Distance and Similarity Measures | |
Distance MatrixIf we look at a data matrix A having n objects and p variables, we can define a distance matrix D by calculating the distance between each pair of objects and entering it into the distance matrix. The distance matrix is a symmetric quadratic matrix of size n n which contains all zeroes along the main diagonal (the distance of each object and a replica of itself is zero). The distances can be calculated using various measures of distance so that the distance matrix may contain not only well-known Euclidean distances in meters, but also, for example, topological distances or decorrelated distances. Distance matrices form a convenient basis for many calculations. However they consume a lot of memory (especially if the data matrix contains many object, i.e. if n is large) so that in some application only sub-matrices are calculated in order to save memory. Distance matrices find an application in many fields including the following:
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