Вы можете использовать np.linalg.norm(np.expand_dims(x, 1) - y, axis=-1)
.
Например,
In [15]: d = 2
In [16]: n = 3
In [17]: k = 5
In [18]: x = np.random.randint(0, 10, size=(n, d))
In [19]: y = np.random.randint(0, 10, size=(k, d))
In [20]: np.linalg.norm(np.expand_dims(x, 1) - y, axis=-1)
Out[20]:
array([[2.82842712, 5. , 6.70820393, 4. , 7.07106781],
[8.94427191, 6.70820393, 1. , 2.82842712, 7.07106781],
[4.12310563, 3.16227766, 7.07106781, 5.38516481, 5.38516481]])
Проверить отдельно значения в [0,0] и [2, 3]:
In [21]: np.linalg.norm(x[0,:] - y[0,:])
Out[21]: 2.8284271247461903
In [22]: np.linalg.norm(x[2,:] - y[3,:])
Out[22]: 5.385164807134504