#!/usr/bin/perl
use warnings;
use strict;
use PDL;

# ================================
# mahalanobis: 
#
#   $distance = mahalanobis( $x, $y, $cov )
#
#   computes the mahalanobis distance from a point
#   $x to another point $y (from the same 
#   distribution) or from a point $x to
#   the centre of a group of values $y
#
# ================================
sub mahalanobis {
    my ( $x, $y, $cov, $diff, $dist );
    if ( @_ < 3 ) {
        ( $x, $y ) = @_;
        $cov = covariance( $y );
    } else {
        ( $x, $y, $cov ) = @_;
    }
    
    if ( $y->getdim(1) > 1 ) {
        $diff = $x - average( $y->xchg(0,1) );
    } else {
        $diff = $x - $y;
    }
    
    my @dist = list( $diff x inv( $cov ) x transpose( $diff ) );
    
    return $dist[0];
}