linalg

jaxns.internals.linalg

Module Contents

msqrt(A)[source]

Computes the matrix square-root using SVD, which is robust to poorly conditioned covariance matrices. Computes, M such that M @ M.T = A

Parameters:

A – [N,N] Square matrix to take square root of.

Returns: [N,N] matrix.

squared_norm(x1, x2)[source]