Statistics 两种不同尺寸矩阵的定量比较

我试图确定两个不同的群体是否在多个数量性状上表现出相似的趋势。我正在寻找统计指标来做到这一点

基本设置：

Group 1: N1 members (e.g. each member is a species or gene)
Group 2: N2 members
For each members of group 1/2, I have M distinct measurement values (e.g. gene expression in a specific condition, height, weight)
N1 and N2 does not have to be equal

起始数据：

Matrix 1: A1 = N1 X M matrix (measurements for all members of Group 1)
Matrix 2: A2 = N2 X M matrix (measurements for all members of Group 2)

目的：量化第1组和第2组之间的相似性

Looking for a symmetric measure "F" such that F(A1,A2)=F(A2,A1)="real number"

我知道我可以把矩阵A1和A2转换成概率分布，并应用KL散度，但KL散度是不对称的

如有任何建议，将不胜感激