How to find the closest 2 points in a 100 dimensional space with 500,000 points?

Question

I have a database with 500,000 points in a 100 dimensional space, and I want to find the closest 2 points. How do I do it?

Update: Space is Euclidean, Sorry. And thanks

Answer 1

Use a kd tree. You're looking at a nearest neighbor problem and there are highly optimized data structures for handling this exact class of problems.

http://en.wikipedia.org/wiki/Kd-tree

P.S. Fun problem!