pyriemann.utils.base.invsqrtm¶
- pyriemann.utils.base.invsqrtm(C)¶
Inverse square root of SPD/HPD matrices.
The symmetric matrix inverse square root of a SPD/HPD matrix 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, at least 2D ndarray.
- Returns
- Dndarray, shape (…, n, n)
Matrix inverse square root of C.