shogun-toolbox/shogun — pull request #377 by iglesias (2012-02-26 21:52:06+00:00)
Title: Mahalanobis distance

Implementation of a class for this metric. I have used the class EuclidianDistance as reference for the style and design of the new class and wikipedia, http://www.aiaccess.net/English/Glossaries/GlosMod/e_gm_mahalanobis.htm, http://people.revoledu.com/kardi/tutorial/Similarity/MahalanobisDistance.html and MATLAB's function mahal for theory reference.