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GSP_DISTANZ - calculates the distances between all vectors in X and Y

Usage

D = gsp_distanz(X, Y);

Input parameters

X matrix with col vectors
Y matrix with col vectors (default == X)
P distance matrix (default Identity)

Output parameters

D distance matrix, not squared

Description

This code computes the following

\begin{equation*} D = \sqrt{(X-Y)^T P (X-Y)} \end{equation*}

for all vectors in X an Y!

This code is not optimized for memory, but for speed because it uses no loops.