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Orthogonal projections of multidimensional ellipsoids – IV – the relation to a Schur complement of the quadratic form matrix

The first three posts in this series showed that the orthogonal projection of a (n-1)-dimensional ellipsoid in a n-dimensional Euclidean space has a surface which is a (n-2)-dimensional ellipsoid. Our original ellipsoid is defined by a quadratic form and a respective matrix. The projection can be performed along the direction of an arbitrary vector onto a (n-1)-dimensional subspace, whose vector-elements… Read More »Orthogonal projections of multidimensional ellipsoids – IV – the relation to a Schur complement of the quadratic form matrix

Orthogonal projections of multidimensional ellipsoids – III – arbitrary vectors for the projection direction and cuts of the unit sphere

The first two posts of this series showed that the orthogonal projection of an ellipsoid in the ℝn onto a (n-1) dimensional sub-space has a (n-2)-dimensional ellipsoidal surface. The tangential points on the original ellipsoid which control the surface of the projection could be derived by linear transformation A of well defined, but special vectors of the (n-1)-dimensional unit sphere.… Read More »Orthogonal projections of multidimensional ellipsoids – III – arbitrary vectors for the projection direction and cuts of the unit sphere

Orthogonal projections of multidimensional ellipsoids – II – the surface of the projection image is a lower dimensional ellipsoid

In this post series we presently look at orthogonal projections of an ellipsoid in a n-dimensional (Euclidean) space onto a (n-1)-dimensional subspace. The ellipsoid is a closed surface in the ℝn and has a dimensionality of (n-1). Orthogonal projection means that the target subspace is orthogonal to a line of projection (defined by a vector) which is the same for… Read More »Orthogonal projections of multidimensional ellipsoids – II – the surface of the projection image is a lower dimensional ellipsoid

orthogonal projections of ellipsoid

Orthogonal projections of multidimensional ellipsoids – I – points on the ellipsoid that give us the surface points of the projection

In the mathematical section of this blog we deal with the geometry of Multivariate Normal Distributions [MVNs]. We found that the contour surfaces of MVNs are multidimensional ellipsoids given by quadratic forms of their constituting vectors. We have identified the variance-covariance matrix of a MVN as the inverse matrix mediating the required quadratic form. We also considered ellipsoidal cores of… Read More »Orthogonal projections of multidimensional ellipsoids – I – points on the ellipsoid that give us the surface points of the projection