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distance between two matrices

Sounds like knn classification.  See function knn1 in package class.
gives the same answers as your loop code, and is just a carefully tuned C 
equivalent.

There are faster ways to do this by preprocessing set A discussed e.g. in 
my PRNN book but your numbers took only 11s on my PC.
On Tue, 27 Jan 2004, Sundar Dorai-Raj wrote: