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This fully vectorized (VERY FAST!) m-file computes the Euclidean distance between two vectors by:
||A-B|| = sqrt ( ||A||^2 + ||B||^2 - 2*A.B )
L2Distance(a, b, df = 0)
Either a matrix or a vector.
df = 1, force diagonals to be zero; 0 (default), do not force.
For A - (DxM) matrix B - (DxN) matrix
L2Distance returns a matrix of size (MxN).
L2Distance
# NOT RUN { A = matrix(runif(400*100),ncol=100) B = matrix(runif(400*200),ncol=200) d = L2Distance(A,B) # }
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