pyriemann.utils.base.invsqrtm

pyriemann.utils.base.invsqrtm(C)

Inverse square root of SPD matrices.

The matrix inverse square root of a SPD matrix C is defined by:

\[\mathbf{D} = \mathbf{V} \left( \mathbf{\Lambda} \right)^{-1/2} \mathbf{V}^\top\]

where \(\mathbf{\Lambda}\) is the diagonal matrix of eigenvalues and \(\mathbf{V}\) the eigenvectors of \(\mathbf{C}\).

Parameters
Cndarray, shape (…, n, n)

SPD matrices, at least 2D ndarray.

Returns
Dndarray, shape (…, n, n)

Matrix inverse square root of C.