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.
Improved the efficiency of the iteration.
Inspired by: Minimum Volume Enclosing Ellipsoid
Create scripts with code, output, and formatted text in a single executable document.