On Sun, Nov 25, 2012 at 2:54 PM, Rafael Laboissiere
<raf...@laboissiere.net> wrote:
> The function cov2ellipse in the geometry package is not computing the
> ellipse axes correctly.  The first problem is that the scale of the axes is
> wrong.  This can be demonstrated with the code below
>
>   ######################################################################
>   function cov2ellipse_demo (K)
>       L = chol(K,'lower');
>       u = randn(1e3,2)*L';
>       elli = cov2ellipse (K);
>       figure(1)
>       plot(u(:,1),u(:,2),'.r');
>       hold on;
>       drawEllipse(elli,'linewidth',2);
>       hold off;
>       axis tight;
>   endfunction
>   cov2ellipse_demo (K); ## This is what we get with "demo cov2ellipse"
>   cov2ellipse_demo (10*K);
>   cov2ellipse_demo (0.1*K);
>   ######################################################################
>
> This is fixed by taking the square root of the eigenvalues obtained by
> svd().
>
> The second problem is that the axis orientation is wrong, evidenced in the
> code below:
>
>   ######################################################################
>   K = [2 -1; -1 2];
>   cov2ellipse_demo (K)
>   ######################################################################
>
> This happens because the wrong elements of the eigenvectors are taken.
>
> The patch attached below fixes both problems.
>
> Rafael
>
>
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Thank you again Rafael!

I applied the patch.

How did you find this bug?

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