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ellipse creation

Cholesky decomposition of an ellipse-defining symmetric matrix

An ellipse can be defined via a symmetric, invertible and positive-definite (2×2)-matrix Aq. Such a matrix provides a quadratic form which in turn correlates the components of position vectors to points on an ellipse. This post shows that a Cholesky decomposition of the inverse of Aq provides a method to create an ellipse from a simple set of vectors which… Read More »Cholesky decomposition of an ellipse-defining symmetric matrix

Ellipses determined from a matrix mediating a quadratic form

Ellipses via matrix elements – I – basic derivations and formulas

Ellipses are specific two-dimensional geometrical objects. They are of interest in many contexts – e.g. in physics, engineering and in cryptography. However, they also appear in statistics. For example, in the form of elliptic contour lines of Bivariate Normal Distributions [BVDs] and as elliptic contours of the projections of Multivariate Normal Distributions [MVDs] onto coordinate planes. Approximate BVDs/MVDs in turn… Read More »Ellipses via matrix elements – I – basic derivations and formulas