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📄 ndellipse.c

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/*
 
   Returns coordinates x,y of a ellipso飀s given (M,S), the mean vector and covariance matrix.
   ND splices permitted
 


  Usage     [x , y] = ndellipse(M , S , [H] , [R] , [N]);
  ------
 
  Inputs
 -------
 
     M      : Mean vector (d x 1 x [n1] , ... , [nl])
     S      : Covariance  (d x d x [n1] , ... , [nl])
     H      : Transfert Matrix (2 x d) (default H = eye(2 , d))
     R      : Such that y'Sy < R (default R = 2.44774683 = sqrt(chi2inv(0.95 , 2)))
     N      : Number of points to draw ellipsoids (default N = 50)
 
 
 Outputs
 -------
 
    x        : x-coordinate (1 x N x [n1] , ... , [nl])
    y        : y-coordinate (1 x N x [n1] , ... , [nl])


  Example 1
  --------
 
  M       = randn(2 , 1);
  S       = [3.2 , 0.2 ; 0.22 , 2.2];
  [x , y] = ndellipse(M , S);
  plot(x , y);

 
 
  Example 2
  --------
 
  nbe     = 4;
  M       = randn(3 , 1 , nbe);
  S       = repmat(([3.2 , 0.2 , 0.3; 0.2 , 1.1 , 0.25 ; 0.3 , 0.25 , 2.2]) , [1 , 1 , nbe]);
  H       = [1 0 0 ; 0 1 0];
  R       = sqrt(chi2inv(0.95 , 2));
  N       = 30;
  [x , y] = ndellipse(M , S , H , R , N);
  plot(x , y , 'linewidth' , 2);
 
 
 
  To compile :
  ------------
 
  mex -output ndellipse.dll ndellipse.c
 
  Myself, I use Intel CPP compiler as :
 
  mex -f mexopts_intel10amd.bat -output ndellipse.dll  ndellipse.c
 
 
  Ver 1.0 (03/04/05)
 
  Author : S閎astien PARIS  

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