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For a real random vector $X=(X_1,\dots ,X_p{)}^T$ with finite second moments, its covariance matrix collects all pairwise covariances:The diagonal entries are variances. The covariance matrix is a symmetric matrix and a positive semidefinite matrix, because for every real vector $a$,Thus one matrix describes the variance of every linear combination of the coordinates. It is a positive-definite matrix exactly when no nonzero linear combination is constant almost surely. A deterministic linear relation produces a zero eigenvalue.

For example,has unit coordinate variances, covariance $0.8$, and eigenvalues $1.8$ and $0.2$. Its unit eigenvectors $(1,1{)}^T/\sqrt{2}$ and $(1,-1{)}^T/\sqrt{2}$ describe directions of greatest and least projected variance. For a unit vector $a=(\cos \theta ,\sin \theta {)}^T$, direct multiplication gives $a^T\Sigma a=1+0.8\sin (2\theta )$: the variation in the sum direction is nine times that in the difference direction.

The spectral theorem supplies an orthonormal basis of these directions. This connects covariance matrices to principal component analysis: its leading eigenvector identifies the unit-direction projection with the largest variance. For a linear transformation $A$, the transformed random vector has covariance matrix $A\Sigma A^T$, so uncertainties propagate through a linear model by matrix multiplication.

Take an illustrative elliptic Kepler orbit with semi-major axis $a=1$, orbital eccentricity $e=0.6$ and gravitational parameter $\mu =1$, in consistent dimensionless units. Its semi-minor axis is $b=a\sqrt{1-e^2}=0.8$, mean motion is $n=\sqrt{\mu /a^3}=1$, and specific angular momentum magnitude is $h=\sqrt{\mu a(1-e^2)}=0.8$. About the attracting focus,The two sectors below each span $\Delta t=0.5$, giving $\Delta A=0.2$. Near periapsis the short radius sweeps a wide angle; near apoapsis the long radius sweeps a narrow angle. Constant areal velocity therefore does not require constant angular velocity or constant speed.

To compute the sectors without mistaking equal angles for equal times, parametrize the ellipse by eccentric anomaly $E$:This follows by integrating $\frac{1}{2}(xdy-ydx)$. Kepler's equation gives $E-e\sin E=M=n(t-t_{\mathrm{p}})$, with mean anomaly $M$ measured from periapsis time $t_{\mathrm{p}}$. Consequently $\Delta A=abn\Delta t/2=h\Delta t/2$. The displayed sectors use mean anomaly intervals $[-0.25,0.25]$ and $[\pi -0.25,\pi +0.25]$, rather than equal eccentric anomaly increments.

Kepler's laws describe three connected features of an elliptic orbit: its shape, how fast it is traversed, and how its size determines its orbital period. Kepler's first law gives an ellipse with the attracting centre at one focus of a conic; Kepler's second law gives equal swept areas in equal times; Kepler's third law relates the squared orbital period to the cubed semi-major axis. Together they turn a drawing of a Kepler orbit into a prediction of where the bodies will be and when they will return. ^[ref]

Here the mathematical model is an isolated two-body problem in Newtonian gravity, with point masses $M,m>0$ and a bound, noncolliding elliptic orbit. Let $\mathbf{r}={\mathbf{r}}_m-{\mathbf{r}}_M$ be the relative displacement, $r=|\mathbf{r}|$ the separation, and $\mu =G(M+m)$ the gravitational parameter, where $G$ is the gravitational constant. Newton's law of universal gravitation then givesThe relative Kepler orbit has semi-major axis $a$ and orbital eccentricity $0\le e<1$. Both bodies move around their shared astronomical barycenter, the system's centre of mass. In its rest frame their displacements are ${\mathbf{r}}_m=M\mathbf{r}/(M+m)$ and ${\mathbf{r}}_M=-m\mathbf{r}/(M+m)$. Their individual semi-major axes therefore add to $a$; the relative ellipse's attracting focus of a conic represents zero separation, rather than a body fixed in space.

One example will connect all three laws. After nondimensionalization, choose $a=1$, $e=0.6$ and $\mu =1$. The semi-minor axis is $b=a\sqrt{1-e^2}=0.8$, while the periapsis distance and apoapsis distance areThus $a=(0.4+1.6)/2=1$ measures the ellipse's size even though the separation changes fourfold. The specific angular momentum will be $0.8$, the two endpoint speeds $2$ and $0.5$, and the orbital period $2\pi$. These are values in the chosen scaled units, not measurements of a particular planet.

Johannes Kepler published Kepler's first law and Kepler's second law in Astronomia Nova in 1609 and Kepler's third law in Harmonices Mundi in 1619. These publication dates are documented by ^[ref]. Their appeal is that three short statements organize both geometry and timing; Newtonian gravity supplies a common dynamical explanation.

Coordinates relative to an origin $\mathbf{o}$ and an orthonormal basis ${\mathbf{e}}_1,\dots ,{\mathbf{e}}_n$ preserve Euclidean distances: if $\mathbf{x}-\mathbf{y}={\sum }_i{d}_i{\mathbf{e}}_i$, then $\Vert \mathbf{x}-\mathbf{y}{\Vert }^2={\sum }_i{d}_i^2$. This matters when finding the eccentricity of a conic section in an oblique plane: arbitrary projected coordinates need not preserve the ratio of its semi-major axis to its semi-minor axis.

To first order in orbital eccentricity, the semi-minor axis is $a+O(e^2)$, while the ellipse's center is displaced from the star by $-a\mathbf{e}$. Thus each orbit is a circle of radius $a$ about $-az$, in complex spatial coordinates.

Write $z=z_f+e_p{e}^{i{\varpi }_p}$ at one secular epoch. The centers of the individual circles lie on a circle of radius $a{e}_p$ about $C_f=-a{z}_f$. Their union is the proper-eccentricity annulusIts full radial width is $2a{e}_p$ and its center is displaced by $a{e}_f$ toward the forced apoapsis direction. Relative to the star, if the forced longitude of periapsis is zero,The middle panel of the preceding figure shows this construction. For fully sampled orbital phases and proper phases, the annulus is occupied throughout, but its density need not be uniform; turning points in the proper radial excursion give integrable edge enhancements. The construction requires $e_f,e_p\ll 1$ and is an instantaneous secular geometry.

The transfer ellipse has semi-major axis and semi-minor axisConservation of angular momentum gives constant areal velocity $h/2$. The satellite sweeps half the ellipse, whose area is $\pi ab/2$, soUsing part (i),This is half the orbital period from Kepler's third law.

Use the point ${\mathbf{p}}_0=(-2,-2,4)$ and the orthonormal basis of directions in the cutting planeBoth vectors are orthogonal to the normal vector $(1,1,2)$, so every point of the plane has unique coordinatesSubstituting into the cone equation givesConsequently the intersection has equationBecause these are orthonormal coordinates, their lengths are the actual lengths in the plane. Thus this is an ellipse with semi-major axis $\sqrt{24}$ and semi-minor axis $\sqrt{8}$, not merely a projected ellipse. By a, its eccentricity is