With the single linkage method (also called nearest neighbor method), the distance between two clusters is the minimum distance between a variable in one cluster and a variable in the other cluster.
The distance is calculated with the following distance matrix:
dmj = min (dkj, dlj)
|dmj||distance between clusters m and j|
|m||merged cluster that consists of clusters k and l, with m = (k,i)|
|dkj||distance between clusters k and j|
|dlj||distance between clusters l and j|