function R = mahdist( x, y, cov_inv )
% function K = mahdist( x, y, cov_inv )
%
% Fast Mahalanobis distance.  Data is specified as column vectors
% in matrices x and y.
%
% The result is:
%
%   R_ij = mahalanobis_distance( x_i, y_j ).
%
% cov_inv is the inverse of the covariance matrix.
%
% D. Wingate 10/25/2006
%

xcnt = size( x, 2 );
ycnt = size( y, 2 );

sx = cov_inv * x;
sy = cov_inv * y;

xs = sum( x .* sx, 1 );  % x'*cov_inv*x; row vector

ys = sum( y .* sy, 1 );  % y'*cov_inv*y; row vector

R = repmat( xs', 1, ycnt ) + repmat( ys, xcnt, 1 ) - 2 * sx'*y;