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For a two-dimensional positive-definite covariance matrix $\Sigma$, the centered covariance ellipse is the image of the unit circle under its positive definite square root of a matrix. Equivalently, it satisfies $x^T{\Sigma }^{-1}x=1$. Its semi-major and semi-minor axes have lengths given by the square roots of the larger and smaller eigenvalues, along the corresponding eigenvectors. The ellipse encodes a second-moment geometry; a probability-coverage interpretation needs additional information about the probability distribution and the chosen scale.

For a real positive-definite matrix $A$ in finite dimension, write $A=Q\Lambda Q^T$ by the spectral theorem for real symmetric matrices. In the coordinates in an orthonormal basis $w=Q^{T}x$, the positive level set $q(x)=k$ becomesThis is an ellipsoid, with semi-major and semi-minor axes in two dimensions forming an ellipse; each semi-axis has length $r_j=\sqrt{k/{\lambda }_j}$ and direction given by the corresponding eigenvector. In the opening example, the shorter semi-axis is $\sqrt{k}/2$ along $e_{+}$, while the longer is $\sqrt{k/2}$ along $e_{-}$. A stiffer direction, meaning a larger eigenvalue, reaches the same energy at a smaller displacement. The ratio of longest to shortest semi-axis is $\sqrt{{\lambda }_{\max }/{\lambda }_{\min }}$, the square root of the spectral condition number of a positive-definite matrix.^[ref]

Strict positivity matters because ${\lambda }_{\min }>0$ givesHence a fixed positive level set cannot extend arbitrarily far. The Cholesky decomposition $A=L{L}^T$ gives another view: $q(x)=\Vert L^{T}x{\Vert }^2$, so the ellipsoid is the inverse image of a sphere under an invertible linear map. A singular positive semidefinite matrix has a nonzero kernel; adding a kernel vector preserves its quadratic form, so any nonempty positive level set is unbounded. These statements concern finite dimension; the positive definite symmetric operator entry explains why strict positivity alone need not give a uniform lower bound on an infinite-dimensional Hilbert space.

For an elliptically polarized wave, the tip of its transverse vector traces an ellipse at a fixed point during each wave period. For polarization of an electromagnetic wave, this is the electric field vector. With the real components in polarization of waves, assume $A_x,A_y>0$ and $\sin \delta \ne 0$. Eliminating time givesA short derivation uses $\varphi =\omega t$ and the cosine addition formula to obtain $E_y/A_y=(E_x/A_x)\cos \delta -\sin \varphi \sin \delta$; squaring and using the sine and cosine identity ${\sin }^2\varphi =1-{\cos }^2\varphi$ gives the displayed equation. Outside phase quadrature, the mixed term gives a tilted ellipse; $A_x,A_y$ are component wave amplitudes and need not be its semi-major and semi-minor axes.

In phase quadrature, $\delta =\pm \pi /2$, the mixed term vanishes. For $(A_x,A_y)=(2,1)V/m$, the ellipse is $E_x^2/4+E_y^2=1$, its semi-major and semi-minor axes have lengths $2$ and $1V/m$, and its electric field magnitude varies between $1$ and $2V/m$. At $\varphi =\pi /4$ with $\delta =\pi /2$, the electric field is $(\sqrt{2},-1/\sqrt{2})V/m$ and has magnitude $\sqrt{5/2}V/m$. Equal wave amplitudes instead give circular polarization, a special case of elliptical polarization with constant magnitude. As $\delta$ approaches $0$ or $\pi$, the ellipse collapses to a line segment and gives linear polarization; this limit is degenerate rather than a nondegenerate ellipse.

Changing $\delta$ from $\pi /2$ to $-\pi /2$ reverses traversal of the same ellipse. In the displayed $x,y$ plot, $\delta =\pi /2$ moves from $(A_x,0)$ toward negative $y$ as time increases. A label such as right- or left-handed circular polarization additionally requires a stated viewing direction and naming convention: viewing along propagation and viewing against propagation reverse the apparent rotation. ^[ref].

The ellipse records both the relative wave amplitudes and the phase difference of two transverse oscillations. This separates a change of polarization of waves from a change of overall wave amplitude: multiplying both components by the same positive factor enlarges the ellipse while preserving its shape and orientation.

A rotating ideal linear polarizer can probe this geometry. For the $2:1$ ellipse in phase quadrature, orthogonal projection onto a pass axis at angle $\theta$ gives $E_{\mathrm{out}}(t)=2\cos \theta \cos \omega t-\sin \theta \sin \omega t$, in $V/m$. Averaging its square over a wave period gives $(4{\cos }^2\theta +{\sin }^2\theta )/2$, while the incoming squared electric field magnitude averages to $5/2$. Thus the transmitted fraction of light intensity is $(4{\cos }^2\theta +{\sin }^2\theta )/5$: it is $4/5$ at $0^{\circ }$, $1/2$ at $45^{\circ }$ and $1/5$ at $90^{\circ }$. There is no single incident line of linear polarization to insert into Malus's law; projecting the electric field and averaging its square is the appropriate generalization. This measurement cannot distinguish $\delta =\pi /2$ from $\delta =-\pi /2$, because reversing the traversal leaves all these squared averages unchanged.

The semi-major and semi-minor axes are the larger and smaller half-axis lengths of an ellipse. In principal-axis coordinates the ellipse has equation $x^2/a^2+y^2/b^2=1$ with $a\ge b>0$. The same terminology is used for a hyperbola $x^2/a^2-y^2/b^2=1$, where $a$ is half its transverse axis and $b$ half its conjugate axis. Orbital semiaxes apply these geometric quantities to conic sections.

The semi-major axis is one half of an ellipse's longest diameter. For a Kepler ellipse with apsidal distances $r_1,r_2$, it is $a=(r_1+r_2)/2$.

This is one of the semi-major and semi-minor axes; the two-axis geometry is the broader concept.

For an ellipse of eccentricity $e$, the semi-minor axis is $b=a\sqrt{1-e^2}$.

This is one of the semi-major and semi-minor axes; the two-axis geometry is the broader concept.