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projection of multidimensional ellipsoid

projections of ellipsoid from 4 to 3 dimensions

Orthogonal projections of multidimensional ellipsoids – VII – experimental checks of projections from a 4-dimensional space to sub-spaces

This post series covers the topic of orthogonal projections of ellipsoids from their embedding multidimensional space down to sub-spaces. In this post we will verify some of our mathematical results by a numerical experiment: We will compute the projections of an ellipsoid from its embedding 4-dimensional (Euclidean) space down to 3- and 2-dimensional sub-spaces. We will check with the help… Read More »Orthogonal projections of multidimensional ellipsoids – VII – experimental checks of projections from a 4-dimensional space to sub-spaces

Projection of ellipsoid form 4 to 2 dimensions

Orthogonal projections of multidimensional ellipsoids – VI – considerations and vector generation for numerical experiments in four dimensions

After our recent excursion to Schur complements, some readers may wish to get a visual confirmation of our rather theoretical results. As usual in this blog, we will perform some numerical experiments. To get started, I will restrict my efforts to the projection of an ellipsoid from a 4-dimensional Euclidean space down to three- and two-dimensional sub-spaces. In a later… Read More »Orthogonal projections of multidimensional ellipsoids – VI – considerations and vector generation for numerical experiments in four dimensions

Orthogonal projections of multidimensional ellipsoids – V – relation between the inverse matrices of the involved quadratic forms and of respective covariance matrices

This series started with four main questions. The first two were: How do we know that an orthogonal projection of a (n-1)-dimensional ellipsoid from its n-dimensional vector space onto a lower p-dimensional sub-space leads to yet another ellipsoid? And how can we derive the matrix defining the quadratic form of the resulting lower dimensional ellipsoid from the matrix describing the… Read More »Orthogonal projections of multidimensional ellipsoids – V – relation between the inverse matrices of the involved quadratic forms and of respective covariance matrices

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 from a n-dimensional Euclidean space to a (n-1)-dimensional subspace has a surface which is a (n-2)-dimensional ellipsoid. In this fourth post we will extend our insights to projections down onto a p-dimensional sub-spaces with 1 ≤ p < n. The sub-space has a (n-p)-dimensional… Read More »Orthogonal projections of multidimensional ellipsoids – IV – the relation to a Schur complement of the quadratic form matrix