This is a little old thread but I hope its active! Even I am using classify.m to classify my data into two groups. To get a better insight I tried to understand the math involved in the 'linear' case of classify.m. However, I could not really make a whole lot of sense out of it.
I referred the multivariate analysis book by W.J. Krzanowski and found one of the criteria for classification is the closeness of an observation to the mean of a class. Is this what is used in classify.m or is it different?
I understand my question is more statistics oriented than matlab based, but I hope to find some fundamental answers.