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MetricsCalculatorCosineSimilarity Method (Matrix, Matrix)
Cosine Similarity Distance between set of objects. http://en.wikipedia.org/wiki/Cosine_similarity

Namespace:  FinMath.ClusterAnalysis
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
Copy
public static Matrix CosineSimilarity(
	this Matrix firstVectorSet,
	Matrix secondVectorSet
)

Parameters

firstVectorSet
Type: FinMath.LinearAlgebraMatrix
Matrix represents first data set. Rows correspond to factors, columns to objects.
secondVectorSet
Type: FinMath.LinearAlgebraMatrix
Matrix represents second data set. Rows correspond to factors, columns to objects.

Return Value

Type: Matrix
Cosine Similarity distance matrix.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type Matrix. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).
See Also