The function computes the distance between locations, with geometric anisotropy.
The parametrization assumes there is a scale parameter, say \(\sigma\), so that scale
is the distortion for the second component only. The angle rho
must lie in
\([-\pi/2, \pi/2]\). The dilation and rotation matrix is
$$\left(\begin{matrix} \cos(\rho) & \sin(\rho) \\ - \sigma\sin(\rho) & \sigma\cos(\rho) \end{matrix} \right)$$