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 wellknown 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 submatrices are calculated in order to save memory. Distance matrices find an application in many fields including the following:


Home Multivariate Data Basic Knowledge Distance Matrix 