1. A method for determining an inverse square root of a covariance matrix, K, said method comprising the steps of: establishing an initial matrix, Q 0, by multiplying a scalar multiple, a, by an identity matrix, wherein said scalar multiple, a, is within a certain range; and computing a next value of the matrix, Q n&plus;1, until a convergence threshold is satisfied where: 8 Q n + 1 = 3 2 &it; Q n - 1 2 &it; K &CenterDot; Q n 3, wherein K is a covariance matrix, and Q n is a value of said matrix, Q, after n iterations.