All pairwise Euclidean distances between two matrices in R, using Rcpp

crossdist_example.R

library(Rcpp)

cppFunction('NumericMatrix crossdist(NumericMatrix m1, NumericMatrix m2) {

  int nrow1 = m1.nrow();
  int nrow2 = m2.nrow();
  int ncol = m1.ncol();

  if (ncol != m2.ncol()) {
    throw std::runtime_error("Incompatible number of dimensions");
  }

  NumericMatrix out(nrow1, nrow2);

  for (int r1 = 0; r1 < nrow1; r1++) {
    for (int r2 = 0; r2 < nrow2; r2++) {
      double total = 0;
      for (int c12 = 0; c12 < ncol; c12++) {
        total += pow(m1(r1, c12) - m2(r2, c12), 2);
      }
      out(r1,r2) = sqrt(total);
    }
  }

  return out;

}')

res <- crossdist(matrix(runif(3000), ncol = 3), 
                 matrix(runif(600), ncol = 3))