pyriemann.geometry.base.sqrtm¶
- pyriemann.geometry.base.sqrtm(C)[source]¶
Square root of SPD/HPD matrices.
The symmetric matrix square root of a SPD/HPD matrix \(\mathbf{C}\) is defined by:
\[\mathbf{D} = \mathbf{V} \left( \mathbf{\Lambda} \right)^{1/2} \mathbf{V}^H\]where \(\mathbf{\Lambda}\) is the diagonal matrix of eigenvalues and \(\mathbf{V}\) the eigenvectors of \(\mathbf{C}\).
- Parameters:
- Cndarray, shape (…, n, n)
SPD/HPD matrices.
- Returns:
- Dndarray, shape (…, n, n)
Matrix square root of C.
Notes
Changed in version 0.12: Add support for NumPy and PyTorch.