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Approximate Lowner Ellipsoid

version 1.1 (2.42 KB) by

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

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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.

Comments and Ratings (2)

Raymond Cheng

Thanks for your sharing.

Sungwon Shin

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

Updates

1.1

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

MATLAB Release
MATLAB 7.6 (R2008a)
Acknowledgements

Inspired by: Minimum Volume Enclosing Ellipsoid

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