Approximate Lowner Ellipsoid

Approximates the minimum volume ellipsoid circumscribing a set of points in arbitrary dimensions.

Description

This program implements the iterative algorithm in Khachiyan's paper "Rounding of Polytopes in the Real Number Model of Computation" to approximate the minimum volume ellipsoid circumscribing a non-degenerate set of points in arbitrary dimensions.

It is basically like Nima Moshtagh's MinVolEllipse except that the resulting ellipse actually circumscribes the input points, and that it is much faster due to its use of more efficient update equations.

Acknowledgements

The author wishes to acknowledge the following in the creation of this submission:
Minimum Volume Enclosing Ellipsoid

• MATLAB release: MATLAB 7.6 (R2008a)

[Sungwon Shin]

I think this code is simple but very fast. It was useful to me.

[Raymond Cheng]

Thanks for your sharing.