void	g03ebc (Nag_MatUpdate update, Nag_VarScaleType scal, Nag_VarScaleYType stype, double p, Integer m, Integer n, Integer l, const double x[], Integer pdx, const Integer isv[], const double y[], Integer pdy, double sx[], double sy[], double d[], NagError *fail)

The function may be called by the names: g03ebc or nag_mv_distance_mat_2.

3 Description

Given two sets of observations on

l

variables, a distance matrix is such that the

i j

th element represents how far apart or how dissimilar the

i

th observation from the first set and the

j

th observation from the second set are.

Let

X

and

Y

m \times l

and

n \times l

data matrices of

m

and

n

observations, respectively, on

l

variables. The distance between observation

i

from

X

and observation

j

from

Y

d_{i j}

, is most commonly defined in terms of the scaled Minkowski

p

-norm:

d_{i j} = {\sum_{k = 1}^{p} {(| x_{i k} / {sx}_{i} - y_{j k} / {sy}_{j} |)}^{p}}^{1 / p},

where

x_{i k}

and

y_{j k}

are the

i k

th and

j k

th elements of

X

and

Y

respectively,

{sx}_{i}

is a standardization for the

i

th variable in

X

{sy}_{j}

is a standardization for the

j

th variable in

Y

, and

p

is the order of the Minkowski norm.

Three standardizations (scalings) for the variables are available.

(a)Standard deviation: ${sx}_{i} = \sqrt{\sum_{k = 1}^{n} {(x_{j i} - \bar{x})}^{2} / (n - 1)}$
(b)Range: ${sx}_{i} = \max (x_{1 i}, x_{2 i}, \dots, x_{n i}) - \min (x_{1 i}, x_{2 i}, \dots, x_{n i})$
(c)User-supplied values of ${sx}_{i}$ .

In addition to the Minkowski measure there are a large number of other dissimilarity measures, particularly for dichotomous variables (see Krzanowski (1990) and Everitt (1974)). For the dichotomous case these measures are simple to compute and can, if suitable scaling is used, be combined with the distances computed by g03ebc using the updating option.

Dissimilarity measures for variables can be based on the correlation coefficient for continuous variables and contingency table statistics for dichotomous data, see Chapters G02 and G11 respectively.

g03ebc returns the full rectangular distance matrix.

4 References

Everitt B S (1974) Cluster Analysis Heinemann

Krzanowski W J (1990) Principles of Multivariate Analysis Oxford University Press

5 Arguments

1: $update$ – Nag_MatUpdate Input

On entry: indicates whether or not an existing matrix is to be updated.

$update = Nag_MatUp$: The matrix $D$ is updated and distances are added to $D$ .
$update = Nag_NoMatUp$: The matrix $D$ is initialized to zero before the distances are added to $D$ .

Constraint:

update = Nag_MatUp

Nag_NoMatUp

2: $scal$ – Nag_VarScaleType Input

On entry: indicates the standardization of the variables to be used.

$scal = Nag_VarScaleStd$: Standard deviation.
$scal = Nag_VarScaleRange$: Range.
$scal = Nag_VarScaleUser$: Standardizations given in array sx (and posibly sy).
$scal = Nag_NoVarScale$: Unscaled.

Constraint:

scal = Nag_VarScaleStd

Nag_VarScaleRange

Nag_VarScaleUser

Nag_NoVarScale

3: $stype$ – Nag_VarScaleYType Input

On entry: indicates how the standardization of the variables treats the two sets of observations.

$stype = Nag_VarScaleAmalg$: Amalgamated.
$stype = Nag_VarScaleIndep$: Independent.
$stype = Nag_VarScaleX$: Standardization is based purley on observations in x.

Constraint:

stype = Nag_VarScaleAmalg

Nag_VarScaleIndep

Nag_VarScaleX

4: $p$ – double Input

On entry: the order

p

of the Minkowski distance metric.

Constraint:

p \geq 1.0

5: $m$ – Integer Input

On entry:

m

, the number of observations in the data array x.

Constraint:

m \geq 1

6: $n$ – Integer Input

On entry:

n

, the number of observations in the data array y.

Constraint:

n \geq 1

7: $l$ – Integer Input

On entry: l, the total number of variables in arrays x and y.

Constraint:

l > 0

8: $x [pdx \times l]$ – const double Input

Note: the

(i, j)

th element of the matrix

X

is stored in

x [(j - 1) \times pdx + i - 1]

On entry:

x [(k - 1) \times pdx + i - 1]

must contain the value of the

k

th variable for the

i

th observation in the first set of observations, for

i = 1, 2, \dots, m

and

k = 1, 2, \dots, l

9: $pdx$ – Integer Input

On entry: the stride separating matrix row elements in the array x.

Constraint:

pdx \geq m

10: $isv [l]$ – const Integer Input

On entry:

isv [j - 1]

indicates whether or not the

j

th variable in x and y is to be included in the distance computations.

isv [k - 1] = 0

the

j

th variable is not included., for

k = 1, 2, \dots, l

isv [k - 1] \geq 1

the

j

th variable is included, for

k = 1, 2, \dots, l

Constraint:

isv [j - 1] > 0

for at least one

j

, for

k = 1, 2, \dots, l

11: $y [pdy \times l]$ – const double Input

Note: the

(i, j)

th element of the matrix

Y

is stored in

y [(j - 1) \times pdy + i - 1]

On entry:

y [(k - 1) \times pdy + j - 1]

must contain the value of the

k

th variable for the

j

th observation in the second set of observations, for

j = 1, 2, \dots, n

and

k = 1, 2, \dots, l

12: $pdy$ – Integer Input

On entry: the stride separating matrix row elements in the array y.

Constraint:

pdy \geq n

13: $sx [l]$ – double Input/Output

On entry: if

scal = Nag_VarScaleUser

and

isv [k - 1] > 0

then

sx [k - 1]

must contain the scaling for variable

k

, for

k = 1, 2, \dots, l

Constraint: if

scal = Nag_VarScaleUser

and

isv [k] > 0

sx [k] > 0.0

, for

k = 0, 1, \dots, l - 1

On exit: if

scal = Nag_VarScaleStd

and

isv [k - 1] > 0

then

sx [k - 1]

contains the standard deviation of the variable in the

k

th column of x.

scal = Nag_VarScaleRange

and

isv [k - 1] > 0

sx [k - 1]

contains the range of the variable in the

j

th column of x.

scal = Nag_NoVarScale

and

isv [k - 1] > 0

sx [k - 1] = 1.0

scal = Nag_VarScaleUser

, sx is unchanged.

14: $sy [\dim]$ – double Input/Output

Note: the dimension, dim, of the array sy must be at least

$l$ when $stype = Nag_VarScaleIndep$ and $scal \neq Nag_NoVarScale$ ;
otherwise sy may be NULL.

On entry: if

scal = Nag_VarScaleUser

and

stype = Nag_VarScaleIndep

and

isv [k - 1] > 0

then

sy [k - 1]

must contain the scaling for variable

k

, for

k = 1, 2, \dots, l

stype \neq Nag_VarScaleIndep

, or

scal = Nag_NoVarScale

then sy is not referenced and may be NULL.

Constraint: if

scal = Nag_VarScaleUser

and

stype = Nag_VarScaleIndep

and

isv [k] > 0

sy [k] > 0.0

, for

k = 0, 1, \dots, l - 1

On exit: if

scal = Nag_VarScaleStd

and

stype = Nag_VarScaleIndep

and

isv [k - 1] > 0

then

sy [k - 1]

contains the standard deviation of the variable in the

k

th column of x.

scal = Nag_VarScaleRange

and

stype = Nag_VarScaleIndep

and

isv [k - 1] > 0

sy [k - 1]

contains the range of the variable in the

j

th column of x.

scal = Nag_NoVarScale

, sy is unchanged.

scal = Nag_VarScaleUser

, sy is unchanged.

15: $d [m \times n]$ – double Input/Output

Note: the

(i, j)

th element of the matrix

D

is stored in

d [(j - 1) \times m + i - 1]

On entry: the

m \times n

distance matrix

D

update = Nag_MatUp

, d need not be set.

On exit: the (possibly updated) distance matrix

D

16: $fail$ – NagError * Input/Output

The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

NE_ALLOC_FAIL: Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
NE_ARRAY_CONS: On entry, at least one element of $sx \leq 0.0$ .

On entry, at least one element of $sx \leq 0.0$ or $sy \leq 0.0$ .

On entry, isv does not contain a positive element.
NE_BAD_PARAM: On entry, argument $⟨ value ⟩$ had an illegal value.
NE_CONST_COL: Variable $⟨ value ⟩$ is constant.
NE_INT: On entry, $l = ⟨ value ⟩$ .
Constraint: $l \geq 1$ .

On entry, $m = ⟨ value ⟩$ .
Constraint: $m \geq 1$ .

On entry, $n = ⟨ value ⟩$ .
Constraint: $n \geq 1$ .
NE_INT_2: On entry, $pdx = ⟨ value ⟩$ and $m = ⟨ value ⟩$ .
Constraint: $pdx \geq m$ .

On entry, $pdy = ⟨ value ⟩$ and $n = ⟨ value ⟩$ .
Constraint: $pdy \geq n$ .
NE_INTERNAL_ERROR: An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
NE_NEG_ELEMENT: On entry, at least one element of $d < 0.0$ .
NE_NO_LICENCE: Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.
NE_REAL: On entry, $p = ⟨ value ⟩$ .
Constraint: $p \geq 1.0$ .

7 Accuracy

The computations are believed to be stable.

8 Parallelism and Performance

Background information to multithreading can be found in the Multithreading documentation.

g03ebc makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.

Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9 Further Comments

When there is a large number of observations and these do not require scaling factors to be computed internally, then the distance matrix for all observations can be computed in stages by using g03ebc to systematically calculate the distance matrix for pairs of row blocks of observations. When there are a large number of variables, the distance matrix can be updated in stages using observations on blocks of variables at each update.

10 Example

Two data matrices of five and three observations on three variables is read in and a distance matrix is calculated from variables

2

and

3

using Euclidean distance with no scaling. This matrix is then printed.

g03eb: FL CL CPP AD PY MB

NAG CL Interfaceg03ebc (distance_​mat_​2)

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results

NAG CL Interface
g03ebc (distance_mat_2)