Mahalanobis distance

https://doi.org/10.1351/goldbook.10134
Distance (\(d_{i,j}\)) between an object characterised by vector of variables \(\boldsymbol{x}_{i}\) and the centroid of a class \(\boldsymbol{\mu}_{j}\) with covariance matrix \(\boldsymbol{S}\) calculated as \[d_{i,j} = \sqrt {(\boldsymbol{x}_{i} - \boldsymbol{\mu}_{j})^T \boldsymbol{S}^{-1}(\boldsymbol{x}_{i} - \boldsymbol{\mu}_{j})}\] where \(\boldsymbol{S}\) is the covariance matrix of the variables.
Source:
PAC, 2016, 88, 407. 'Vocabulary of concepts and terms in chemometrics (IUPAC Recommendations 2016)' on page 430 (https://doi.org/10.1515/pac-2015-0605)