Optimal ellipsoids and decomposition of positive definite matrices

Abstract

Given a positive definite matrix A, we characterize the unique diagonal matrix D, D A, with the smallest determinant. Equivalently, given an ellipsoid A, we characterize the unique ellipsoid of the largest volume contained in A, with principal axes parallel to the coordinate axes. © 2006 Elsevier Inc. All rights reserved.

Cite this paper

@inproceedings{Leung2006OptimalEA, title={Optimal ellipsoids and decomposition of positive definite matrices}, author={Y. Jude Leung and Wenbo V. Li and W. F. Ames}, year={2006} }