Did you see the Distance() function? Here is an example from the Scripting Index of a script using it:

```
Names Default To Here( 1 );
/*1-D example*/
exX1 = [1, 2, 3, 4];
exX2 = [2, 4, 6, 8];
/*Compute squared Euclidean distance*/
exD = Distance( exX1, exX2 );
/*Verify result*/
exDm = J( 4, 4, . );
For( exi = 1, exi <= 4, exi++,
For( exj = 1, exj <= 4, exj++,
exDm[exi, exj] =
Sum( (exX1[exi, 0] - exX2[exj, 0]) ^ 2 )
)
);
Show( exDm == exD );
/*2-D example*/
exX1 = [1 1, 2 2, 3 3, 4 4];
exX2 = [2 1, 4 2, 6 0, 8 7];
/*Compute squared Euclidean distance*/
exD = Distance( exX1, exX2 );
/*Verify result*/
exDm = J( 4, 4, . );
For( exi = 1, exi <= 4, exi++,
For( exj = 1, exj <= 4, exj++,
exDm[exi, exj] =
Sum( (exX1[exi, 0] - exX2[exj, 0]) ^ 2 )
)
);
Show( exDm == exD );
/*2-D example*/
exX1 = [1 1, 2 2, 3 3, 4 4];
exX2 = [2 1, 4 2, 6 0, 8 7];
/*Compute squared Euclidean distance, with a scaler [0.5 2.0]*/
exD = Distance( exX1, exX2, [0.5 2.0] );
/*Verify result*/
exDm = J( 4, 4, . );
For( exi = 1, exi <= 4, exi++,
For( exj = 1, exj <= 4, exj++,
exDm[exi, exj] =
Sum(
[0.5 2.0] :* (
Abs( exX1[exi, 0] - exX2[exj, 0] ) ^ 2)
)
)
);
Show( exDm == exD );
/*2-D example*/
exX1 = [1 1, 2 2, 3 3, 4 4];
exX2 = [2 1, 4 2, 6 0, 8 7];
/*Compute squared Euclidean distance, with scalers [0.5 2.0] and powers [1.5 2.0]*/
exD = Distance( exX1, exX2, [0.5 2.0], [1.5 2.0] );
/*Verify result*/
exDm = J( 4, 4, . );
For( exi = 1, exi <= 4, exi++,
For( exj = 1, exj <= 4, exj++,
exDm[exi, exj] =
Sum(
[0.5 2.0] :* (
Abs( exX1[exi, 0] - exX2[exj, 0] ) :^ [
1.5 2.0])
)
)
);
Show( exDm == exD );
```

Learn it once, use it forever!