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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.

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Updated 01 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.

Comments and Ratings (5)

Problem solved...thank you ....

SHOWING ERROR PLEASE HELP

INNER MATRIX DIMENSIONS MUST AGREE

Thanks for your sharing.

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

Updates

1.1.0.0

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

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

Inspired by: Minimum Volume Enclosing Ellipsoid