Step 1: Recall the distance formula.
The distance between two points \( (x_1, y_1) \) and \( (x_2, y_2) \) is:
\[
\text{Distance} = \sqrt{(x_2 - x_1)^2 + (y_2 - y_1)^2}
\]
Step 2: Substitute the given points.
Let \( (x_1, y_1) = (a, b) \) and \( (x_2, y_2) = (b, -a) \).
\[
\text{Distance} = \sqrt{(b - a)^2 + (-a - b)^2}
\]
Step 3: Expand both squares.
\[
(b - a)^2 = b^2 - 2ab + a^2
\]
\[
(-a - b)^2 = a^2 + 2ab + b^2
\]
Step 4: Add them.
\[
(b - a)^2 + (-a - b)^2 = (b^2 - 2ab + a^2) + (a^2 + 2ab + b^2) = 2a^2 + 2b^2
\]
Step 5: Take square root.
\[
\text{Distance} = \sqrt{2a^2 + 2b^2}
\]
Step 6: Conclusion.
The required distance is \( \boxed{\sqrt{2a^2 + 2b^2}} \).