Compute Mahalanobis distance for a single point using packed Cholesky factor.
Given L (lower-triangular Cholesky of covariance), Mahalanobis distance = ||L⁻¹ · (x - μ)||
We use forward substitution to solve L·y = d, then ||y|| is the Mahalanobis distance.
Difference vector (x - μ) for the dimensions [ndim]
Packed Cholesky factor [packedSize]
Dimensionality of the Cholesky
Mahalanobis distance
Compute Mahalanobis distance for a single point using packed Cholesky factor.
Given L (lower-triangular Cholesky of covariance), Mahalanobis distance = ||L⁻¹ · (x - μ)||
We use forward substitution to solve L·y = d, then ||y|| is the Mahalanobis distance.