Types of changes

This PR introduces a function to compute Bures-Wasserstein Barycenter

Motivation and context / Related issue

How has this been tested (if it applies)

I chek my code with the closed form for diagonal covariance, which has a closed form.

PR checklist

• I have read the CONTRIBUTING document.
• The documentation is up-to-date with the changes I made (check build artifacts).
• All tests passed, and additional code has been covered with new tests.
• I have added the PR and Issue fix to the RELEASES.md file.