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Approximate Lowner Ellipsoid

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Approximate Lowner Ellipsoid

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28 Oct 2008 (Updated )

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

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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

Minimum Volume Enclosing Ellipsoid inspired this file.

MATLAB release MATLAB 7.6 (R2008a)
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Comments and Ratings (2)
17 Oct 2009 Raymond Cheng

Thanks for your sharing.

23 Apr 2009 Sungwon Shin

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

Updates
01 Nov 2008

Improved the efficiency of the iteration.
Fixed the termination logic.

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