The idea revolves around "deleting an observation" from a vector of observations. So in order to calculate the Cook's distance I do the following (numerator is all vectors, in fact I'm going to ignore the denominator here):
$D_{i} = (\hat{Y} - \hat{Y_{(i)})^{t}(\hat{Y} - \hat{Y_{(i)})$
Where $(i)$ is the deleted case from a vector of $n$ observations. So if I "delete" an observation that means $\hat{Y}$ and $\hat{Y_{(i)}$ are of different dimensions....so how would the algebra actually work?