Approximate Lowner Ellipsoid

Version 1.1.0.0 (2.42 KB) by Anye Li
Approximates the minimum volume ellipsoid circumscribing a set of points in arbitrary dimensions.
5.0
(2)
2K Downloads
Updated 1 Nov 2008

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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.

Cite As

Anye Li (2024). Approximate Lowner Ellipsoid (https://www.mathworks.com/matlabcentral/fileexchange/21930-approximate-lowner-ellipsoid), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2008a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
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Acknowledgements

Inspired by: Minimum Volume Enclosing Ellipsoid

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Version Published Release Notes
1.1.0.0

Improved the efficiency of the iteration.
Fixed the termination logic.
1.0.0.0