Square-root distance between covariance operators
= Square-root distance between covariance operators
{title2=$d_R$}
The square-root distance is $d_R(C_1,C_2)=\lVert C_1^{1/2}-C_2^{1/2}\rVert_{\mathrm{HS}}$.
= Square-root distance between covariance operators
{title2=$d_R$}
The square-root distance is $d_R(C_1,C_2)=\lVert C_1^{1/2}-C_2^{1/2}\rVert_{\mathrm{HS}}$.