I agree with https://stackoverflow.com/users/1167475/mortonjt that the documentation does not fully explain the indexing of intermediate clusters, while I do agree with the https://stackoverflow.com/users/1354844/dkar that the format is otherwise precisely explained.
Using the example data from this question: Tutorial for scipy.cluster.hierarchy
A = np.array([[0.1, 2.5],
[1.5, .4 ],
[0.3, 1 ],
[1 , .8 ],
[0.5, 0 ],
[0 , 0.5],
[0.5, 0.5],
[2.7, 2 ],
[2.2, 3.1],
[3 , 2 ],
[3.2, 1.3]])
A linkage matrix can be built using the single (i.e, the closest matching points):
z = hac.linkage(a, method="single")
array([[ 7. , 9. , 0.3 , 2. ],
[ 4. , 6. , 0.5 , 2. ],
[ 5. , 12. , 0.5 , 3. ],
[ 2. , 13. , 0.53851648, 4. ],
[ 3. , 14. , 0.58309519, 5. ],
[ 1. , 15. , 0.64031242, 6. ],
[ 10. , 11. , 0.72801099, 3. ],
[ 8. , 17. , 1.2083046 , 4. ],
[ 0. , 16. , 1.5132746 , 7. ],
[ 18. , 19. , 1.92353841, 11. ]])
As the documentation explains the clusters below n (here: 11) are simply the data points in the original matrix A. The intermediate clusters going forward, are indexed successively.
Thus, clusters 7 and 9 (the first merge) are merged into cluster 11, clusters 4 and 6 into 12. Then observe line three, merging clusters 5 (from A) and 12 (from the not-shown intermediate cluster 12) resulting with a Within-Cluster Distance (WCD) of 0.5. The single method entails that the new WCS is 0.5, which is the distance between A[5] and the closest point in cluster 12, A[4] and A[6]. Let's check:
In [198]: norm([a[5]-a[4]])
Out[198]: 0.70710678118654757
In [199]: norm([a[5]-a[6]])
Out[199]: 0.5
This cluster should now be intermediate cluster 13, which subsequently is merged with A[2]. Thus, the new distance should be the closest between the points A[2] and A[4,5,6].
In [200]: norm([a[2]-a[4]])
Out[200]: 1.019803902718557
In [201]: norm([a[2]-a[5]])
Out[201]: 0.58309518948452999
In [202]: norm([a[2]-a[6]])
Out[202]: 0.53851648071345048
Which, as can be seen also checks out, and explains the intermediate format of new clusters.