Support function of a centred ellipsoid

ID: support-function-of-a-centred-ellipsoid

Let be a real symmetric positive definite matrix, and . The Cauchy-Schwarz inequality in the -weighted inner product gives . Equality is attained by a positive multiple of . Thus the displayed maximum holds. For a translated ellipsoid, add for its centre . This computes a coordinate extremum without constructing a rotation matrix.

New to topics? Read the docs here!