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An ellipsoid is a surface that can be obtained from a by deforming it by means of directional scalings, or more generally, of an affine transformation.

An ellipsoid is a ;  that is, a surface that may be defined as the of a of degree two in three variables. Among quadric surfaces, an ellipsoid is characterized by either of the two following properties. Every planar cross section is either an , or is empty, or is reduced to a single point (this explains the name, meaning "ellipse-like"). It is , which means that it may be enclosed in a sufficiently large sphere.

An ellipsoid has three pairwise axes of symmetry which intersect at a , called the center of the ellipsoid. The that are delimited on the axes of symmetry by the ellipsoid are called the principal axes, or simply axes of the ellipsoid. If the three axes have different lengths, the figure is a triaxial ellipsoid (rarely scalene ellipsoid), and the axes are uniquely defined.

If two of the axes have the same length, then the ellipsoid is an ellipsoid of revolution, also called a . In this case, the ellipsoid is invariant under a around the third axis, and there are thus infinitely many ways of choosing the two perpendicular axes of the same length. In the case of two axes being the same length:

  • If the third axis is shorter, the ellipsoid is a sphere that has been flattened (called an ).
  • If the third axis is longer, it is a sphere that has been lengthened (called a ).

If the three axes have the same length, the ellipsoid is a sphere.


Standard equation
The general ellipsoid, also known as triaxial ellipsoid, is a quadratic surface which is defined in Cartesian coordinates as:

\frac{x^2}{a^2} + \frac{y^2}{b^2} + \frac{z^2}{c^2} = 1,
where a, b and c are the length of the semi-axes.

The points (a, 0, 0), (0, b, 0) and (0, 0, c) lie on the surface. The line segments from the origin to these points are called the principal semi-axes of the ellipsoid, because are half the length of the principal axes. They correspond to the and of an .

In spherical coordinate system for which (x,y,z)=(r\sin\theta\cos\varphi, r\sin\theta\sin\varphi,r\cos\theta), the general ellipsoid is defined as:

{r^2\sin^2\theta\cos^2\varphi\over a^2}+{r^2\sin^2\theta\sin^2\varphi \over b^2}+{r^2\cos^2\theta \over c^2}=1,

where \theta is the polar angle and \varphi is the azimuthal angle.

When a=b=c, the ellipsoid is a sphere.

When a=b\neq c, the ellipsoid is a spheroid or ellipsoid of revolution. In particular, if a = b > c, it is an ; if a = b < c, it is a .


Parameterization
The ellipsoid may be parameterized in several ways, which are simpler to express when the ellipsoid axes coincide with coordinate axes. A common choice is
\begin{align}
 x &= a\sin\theta\cos\varphi,\\
 y &= b\sin\theta\sin\varphi,\\
 z &= c\cos\theta,
     
\end{align}\,\!

where

 0 \le \theta \le \pi,\qquad
 0 \le \varphi < 2\pi.
     

These parameters may be interpreted as spherical coordinates, where is the polar angle and is the azimuth angle of the point of the ellipsoid..

Measuring from the equator rather than a pole,

\begin{align}
 x &= a\cos\theta\cos\lambda,\\
 y &= b\cos\theta\sin\lambda,\\
 z &= c\sin\theta,
     
\end{align}\,\!

where

 -\tfrac{\pi}2 \le \theta \le \tfrac{\pi}2,\qquad
 0 \le \lambda < 2\pi,
     

is the [[reduced latitude]], parametric latitude, or eccentric anomaly and  is azimuth or longitude.
     

Measuring angles directly to the surface of the ellipsoid, not to the circumscribed sphere,

\begin{bmatrix}
   x \\ y \\ z
 \end{bmatrix} =
 R \begin{bmatrix}
   \cos\gamma\cos\lambda\\
   \cos\gamma\sin\lambda\\
   \sin\gamma
 \end{bmatrix}
     
\,\!

where

\begin{align}
 R ={} &\frac{abc}{\sqrt{c^2 \left(b^2\cos^2\lambda + a^2\sin^2\lambda\right) \cos^2\gamma
              + a^2 b^2\sin^2\gamma}}, \\[3pt]
       &-\tfrac{\pi}2 \le \gamma \le \tfrac{\pi}2,\qquad
          0 \le \lambda < 2\pi.
     
\end{align}

would be geocentric latitude on the Earth, and  is longitude. These are true spherical coordinates with the origin at the center of the ellipsoid.
     

In , the geodetic latitude is most commonly used, as the angle between the vertical and the equatorial plane, defined for a biaxial ellipsoid. For a more general triaxial ellipsoid, see ellipsoidal latitude.


Volume
The bounded by the ellipsoid is
V = \tfrac{4}{3}\pi abc.
In terms of the principal (where , , ), the volume is
V = \tfrac16 \pi ABC.
This equation reduces to that of the volume of a sphere when all three elliptic radii are equal, and to that of an or when two of them are equal.

The of an ellipsoid is the volume of a elliptic cylinder, and the volume of the circumscribed box. The of the and circumscribed boxes are respectively:

 V_\text{inscribed} = \frac{8}{3\sqrt{3}} abc,\qquad
 V_\text{circumscribed} = 8abc.
     


Surface area
The of a general (triaxial) ellipsoid isF.W.J. Olver, D.W. Lozier, R.F. Boisvert, and C.W. Clark, editors, 2010, NIST Handbook of Mathematical Functions (Cambridge University Press), Section 19.33
S = 2\pi c^2 + \frac{2\pi ab}{\sin(\varphi)}\left(E(\varphi, k)\,\sin^2(\varphi) + F(\varphi, k)\,\cos^2(\varphi)\right),

where

 \cos(\varphi) = \frac{c}{a},\qquad
 k^2 = \frac{a^2\left(b^2 - c^2\right)}{b^2\left(a^2 - c^2\right)},\qquad
 a \ge b \ge c,
     

and where and are incomplete elliptic integrals of the first and second kind respectively.

The surface area of this general ellipsoid can also be expressed in terms of , one of the Carlson symmetric forms of elliptic integrals:

S = 4\pi bc R_{G} \left( \frac{a^2}{b^2} , \frac{a^2}{c^2} , 1\right).

Simplifying the above formula using properties of , this can also be expressed in terms of the volume of the ellipsoid :

S = 3VR_{G}\left(a^{-2},b^{-2},c^{-2}\right).

Unlike the expression with and , the equations in terms of do not depend on the choice of an order on , , and .

The surface area of an ellipsoid of revolution (or spheroid) may be expressed in terms of elementary functions:

  S_\text{oblate} = 2\pi a^2\left(1 + \frac{c^2}{ea^2} \operatorname{artanh}e\right),
                  \qquad\text{where }e^2 = 1 - \frac{c^2}{a^2}\text{ and }(c < a), 
     
or
S_\text{oblate} = 2\pi a^2\left(1 + \frac{1 - e^2}{e} \operatorname{artanh}e\right)
     

or

S_\text{oblate} = 2\pi a^2\ + \frac{\pi c^2}{e}\ln\frac{1+e}{1-e}

and

 S_\text{prolate} = 2\pi a^2\left(1 + \frac{c}{ae}  \arcsin e\right)
                  \qquad\text{where } e^2 = 1 - \frac{a^2}{c^2}\text{ and } (c > a),
     

which, as follows from basic trigonometric identities, are equivalent expressions (i.e. the formula for can be used to calculate the surface area of a prolate ellipsoid and vice versa). In both cases may again be identified as the eccentricity of the ellipse formed by the cross section through the symmetry axis. (See ). Derivations of these results may be found in standard sources, for example .


Approximate formula
S \approx 4\pi \sqrtp{\frac{a^p b^p + a^p c^p + b^p c^p}{3}}.\,\!

Here yields a relative error of at most 1.061%; Final answers by Gerard P. Michon (2004-05-13). See Thomsen's formulas and Cantrell's comments. a value of is optimal for nearly spherical ellipsoids, with a relative error of at most 1.178%.

In the "flat" limit of much smaller than and , the area is approximately , equivalent to .


Plane sections
The intersection of a plane and a sphere is a circle (or is reduced to a single point, or is empty). Any ellipsoid is the image of the unit sphere under some affine transformation, and any plane is the image of some other plane under the same transformation. So, because affine transformations map circles to ellipses, the intersection of a plane with an ellipsoid is an ellipse or a single point, or is empty. Obviously, spheroids contain circles. This is also true, but less obvious, for triaxial ellipsoids (see ).


Determining the ellipse of a plane section
Given: Ellipsoid and the plane with equation , which have an ellipse in common.

Wanted: Three vectors (center) and , (conjugate vectors), such that the ellipse can be represented by the parametric equation

\mathbf x = \mathbf f_0 + \mathbf f_1\cos t + \mathbf f_2\sin t
(see ellipse).

Solution: The scaling transforms the ellipsoid onto the unit sphere and the given plane onto the plane with equation

\ n_x au + n_y bv + n_z cw = d.
Let be the Hesse normal form of the new plane and
\;\mathbf m = \begin{bmatrix} m_u \\ m_v \\ m_w \end{bmatrix}\;
its unit normal vector. Hence
\mathbf e_0 = \delta \mathbf m \;
is the center of the intersection circle and
\;\rho = \sqrt{1 - \delta^2}\;
its radius (see diagram).

Where (i.e. the plane is horizontal), let

\ \mathbf e_1 = \begin{bmatrix} \rho \\ 0 \\ 0 \end{bmatrix},\qquad \mathbf e_2 = \begin{bmatrix} 0 \\ \rho \\ 0 \end{bmatrix}.

Where , let

\mathbf e_1 = \frac{\rho}{\sqrt{m_u^2 + m_v^2}}\, \begin{bmatrix} m_v \\ -m_u \\ 0 \end{bmatrix}\, ,\qquad \mathbf e_2 = \mathbf m \times \mathbf e_1\ .

In any case, the vectors are orthogonal, parallel to the intersection plane and have length (radius of the circle). Hence the intersection circle can be described by the parametric equation

\;\mathbf u = \mathbf e_0 + \mathbf e_1\cos t + \mathbf e_2\sin t\;.

The reverse scaling (see above) transforms the unit sphere back to the ellipsoid and the vectors are mapped onto vectors , which were wanted for the parametric representation of the intersection ellipse.

How to find the vertices and semi-axes of the ellipse is described in ellipse.

Example: The diagrams show an ellipsoid with the semi-axes which is cut by the plane .


Pins-and-string construction
[[File:Ellipse-gaertner-k.svg|upright=1|thumb|Pins-and-string construction of an ellipse:
, length of the string (red)]] The pins-and-string construction of an ellipsoid is a transfer of the idea constructing an ellipse using two pins and a string (see diagram).

A pins-and-string construction of an ellipsoid of revolution is given by the pins-and-string construction of the rotated ellipse.

The construction of points of a triaxial ellipsoid is more complicated. First ideas are due to the Scottish physicist J. C. Maxwell (1868). W. Böhm: Die FadenKonstruktion der Flächen zweiter Ordnung, Mathemat. Nachrichten 13, 1955, S. 151 Main investigations and the extension to quadrics was done by the German mathematician O. Staude in 1882, 1886 and 1898.Staude, O.: Ueber Fadenconstructionen des Ellipsoides. Math. Ann. 20, 147–184 (1882) Staude, O.: Ueber neue Focaleigenschaften der Flächen 2. Grades. Math. Ann. 27, 253–271 (1886). Staude, O.: Die algebraischen Grundlagen der Focaleigenschaften der Flächen 2. Ordnung Math. Ann. 50, 398 - 428 (1898). A description of the pins-and-string construction of ellipsoids and hyperboloids is contained in the book Geometry and the Imagination by & Cohn-Vossen.D. Hilbert & S Cohn-Vossen: Geometry and the imagination, Chelsea New York, 1952, , p. 20


Steps of the construction
  1. Choose an ellipse and a hyperbola , which are a pair of : \begin{align}
E(\varphi) &= (a\cos\varphi, b\sin\varphi, 0) \\ H(\psi) &= (c\cosh\psi, 0, b\sinh\psi),\quad c^2 = a^2 - b^2 \end{align} with the vertices and foci of the ellipse S_1 = (a, 0, 0),\quad F_1 = (c, 0, 0),\quad F_2 = (-c, 0, 0),\quad S_2 = (-a, 0, 0) and a string (in diagram red) of length .
  1. Pin one end of the string to vertex and the other to focus . The string is kept tight at a point with positive - and -coordinates, such that the string runs from to behind the upper part of the hyperbola (see diagram) and is free to slide on the hyperbola. The part of the string from to runs and slides in front of the ellipse. The string runs through that point of the hyperbola, for which the distance over any hyperbola point is at a minimum. The analogous statement on the second part of the string and the ellipse has to be true, too.
  2. Then: is a point of the ellipsoid with equation \begin{align}
&\frac{x^2}{r_x^2} + \frac{y^2}{r_y^2} + \frac{z^2}{r_z^2} = 1 \\
&r_x = \tfrac{1}{2}(l - a + c), \quad
 r_y = {\textstyle \sqrt{r^2_x - c^2}}, \quad
 r_z = {\textstyle \sqrt{r^2_x - a^2}}.
     
\end{align}
  1. The remaining points of the ellipsoid can be constructed by suitable changes of the string at the focal conics.


Semi-axes
Equations for the semi-axes of the generated ellipsoid can be derived by special choices for point :
Y = (0, r_y, 0),\quad Z = (0, 0, r_z).

The lower part of the diagram shows that and are the foci of the ellipse in the -plane, too. Hence, it is confocal to the given ellipse and the length of the string is . Solving for yields ; furthermore .

From the upper diagram we see that and are the foci of the ellipse section of the ellipsoid in the -plane and that .


Converse
If, conversely, a triaxial ellipsoid is given by its equation, then from the equations in step 3 one can derive the parameters , , for a pins-and-string construction.


Confocal ellipsoids
If is an ellipsoid confocal to with the squares of its semi-axes
\overline r_x^2 = r_x^2 - \lambda, \quad
 \overline r_y^2 = r_y^2 - \lambda, \quad
 \overline r_z^2 = r_z^2 - \lambda
     

then from the equations of

r_x^2 - r_y^2 = c^2, \quad
 r_x^2 - r_z^2 = a^2, \quad
 r_y^2 - r_z^2 = a^2 - c^2 = b^2
     

one finds, that the corresponding focal conics used for the pins-and-string construction have the same semi-axes as ellipsoid . Therefore (analogously to the foci of an ellipse) one considers the focal conics of a triaxial ellipsoid as the (infinite many) foci and calls them the focal curves of the ellipsoid.O. Hesse: Analytische Geometrie des Raumes, Teubner, Leipzig 1861, p. 287

The converse statement is true, too: if one chooses a second string of length and defines

\lambda = r^2_x - \overline r^2_x
then the equations
\overline r_y^2 = r_y^2 - \lambda,\quad \overline r_z^2 = r_z^2 - \lambda
are valid, which means the two ellipsoids are confocal.


Limit case, ellipsoid of revolution
In case of (a ) one gets and , which means that the focal ellipse degenerates to a line segment and the focal hyperbola collapses to two infinite line segments on the -axis. The ellipsoid is rotationally symmetric around the -axis and
r_x = \tfrac12l,\quad r_y = r_z = {\textstyle \sqrt{r^2_x - c^2}}.


Properties of the focal hyperbola
[[File:Ellipsoid-pk-zk.svg|thumb|upright=1.5| Top: 3-axial Ellipsoid with its focal hyperbola.
Bottom: parallel and central projection of the ellipsoid such that it looks like a sphere, i.e. its apparent shape is a circle]]
True curve
If one views an ellipsoid from an external point of its focal hyperbola, then it seems to be a sphere, that is its apparent shape is a circle. Equivalently, the tangents of the ellipsoid containing point are the lines of a circular , whose axis of rotation is the tangent line of the hyperbola at .D. Hilbert & S Cohn-Vossen: Geometry and the Imagination, p. 24O. Hesse: Analytische Geometrie des Raumes, p. 301 If one allows the center to disappear into infinity, one gets an orthogonal parallel projection with the corresponding of the focal hyperbola as its direction. The true curve of shape (tangent points) on the ellipsoid is not a circle. The lower part of the diagram shows on the left a parallel projection of an ellipsoid (with semi-axes 60, 40, 30) along an asymptote and on the right a central projection with center and main point on the tangent of the hyperbola at point . ( is the foot of the perpendicular from onto the image plane.) For both projections the apparent shape is a circle. In the parallel case the image of the origin is the circle's center; in the central case main point is the center.
Umbilical points
The focal hyperbola intersects the ellipsoid at its four .W. Blaschke: Analytische Geometrie, p. 125


Property of the focal ellipse
The focal ellipse together with its inner part can be considered as the limit surface (an infinitely thin ellipsoid) of the pencil of confocal ellipsoids determined by for . For the limit case one gets
r_x = a,\quad r_y = b,\quad l = 3a - c.


In higher dimensions and general position
A hyperellipsoid, or ellipsoid of dimension n - 1 in a of dimension n, is a quadric hypersurface defined by a polynomial of degree two that has a homogeneous part of degree two which is a positive definite quadratic form.

One can also define a hyperellipsoid as the image of a sphere under an invertible affine transformation. The spectral theorem can again be used to obtain a standard equation of the form

\frac{x_1^2}{a_1^2}+\frac{x_2^2}{a_2^2}+\cdots + \frac{x_n^2}{a_n^2}=1.

The volume of an -dimensional hyperellipsoid can be obtained by replacing by the product of the semi-axes in the formula for the volume of a hypersphere:

V = \frac{\pi^\frac{n}{2}}{\Gamma{\left(\frac{n}{2} + 1\right)}} a_1a_2\cdots a_n \approx \frac{1}{\sqrt{\pi n}} \cdot \left(\frac{2 e \pi}{n}\right)^{n/2} a_1a_2\cdots a_n
(where is the ).


As a quadric
If is a real, symmetric, -by- positive-definite matrix, and is a vector in \R^n, then the set of points that satisfy the equation
(\mathbf{x}-\mathbf{v})^\mathsf{T}\! \boldsymbol{A}\, (\mathbf{x}-\mathbf{v}) = 1
is an n-dimensional ellipsoid centered at . The expression (\mathbf{x}-\mathbf{v})^\mathsf{T}\! \boldsymbol{A}\, (\mathbf{x}-\mathbf{v}) is also called the ellipsoidal norm of . For every ellipsoid, there are unique and that satisfy the above equation.

The of are the principal axes of the ellipsoid, and the of are the reciprocals of the squares of the semi-axes (in three dimensions these are , and ). pp. 17–18. In particular:

  • The of the ellipsoid is twice the longest semi-axis, which is twice the square-root of the reciprocal of the largest eigenvalue of .
  • The of the ellipsoid is twice the shortest semi-axis, which is twice the square-root of the reciprocal of the smallest eigenvalue of .

An invertible linear transformation applied to a sphere produces an ellipsoid, which can be brought into the above standard form by a suitable , a consequence of the polar decomposition (also, see ). If the linear transformation is represented by a , then the eigenvectors of the matrix are orthogonal (due to the ) and represent the directions of the axes of the ellipsoid; the lengths of the semi-axes are computed from the eigenvalues. The singular value decomposition and polar decomposition are matrix decompositions closely related to these geometric observations.

For every positive definite matrix \boldsymbol{A}, there exists a unique positive definite matrix denoted , such that \boldsymbol{A} = \boldsymbol{A}^{1/ 2}\boldsymbol{A}^{1/ 2}; this notation is motivated by the fact that this matrix can be seen as the "positive square root" of \boldsymbol{A}. The ellipsoid defined by (\mathbf{x}-\mathbf{v})^\mathsf{T}\! \boldsymbol{A}\, (\mathbf{x}-\mathbf{v}) = 1 can also be presented as

A^{-1/2}\cdot S(\mathbf{0},1) + \mathbf{v}
where S( 0,1) is the around the origin.


Parametric representation
The key to a parametric representation of an ellipsoid in general position is the alternative definition:
An ellipsoid is an affine image of the unit sphere.

An affine transformation can be represented by a translation with a vector and a regular 3 × 3 matrix :

\mathbf x \mapsto \mathbf f_0 + \boldsymbol A \mathbf x = \mathbf f_0 + x\mathbf f_1 + y\mathbf f_2 + z\mathbf f_3

where are the column vectors of matrix .

A parametric representation of an ellipsoid in general position can be obtained by the parametric representation of a unit sphere (see above) and an affine transformation:

\mathbf x(\theta, \varphi) = \mathbf f_0 + \mathbf f_1 \cos\theta \cos\varphi + \mathbf f_2 \cos\theta \sin\varphi + \mathbf f_3 \sin\theta, \qquad -\tfrac{\pi}{2} < \theta < \tfrac{\pi}{2},\quad 0 \le \varphi < 2\pi.

If the vectors form an orthogonal system, the six points with vectors are the vertices of the ellipsoid and are the semi-principal axes.

A surface normal vector at point is

\mathbf n(\theta, \varphi) = \mathbf f_2 \times \mathbf f_3\cos\theta\cos\varphi + \mathbf f_3 \times \mathbf f_1\cos\theta\sin\varphi + \mathbf f_1 \times \mathbf f_2\sin\theta.

For any ellipsoid there exists an . If for simplicity the center of the ellipsoid is the origin, , the following equation describes the ellipsoid above: Computerunterstützte Darstellende und Konstruktive Geometrie. Uni Darmstadt (PDF; 3,4 MB), S. 88.

F(x, y, z) = \operatorname{det}\left(\mathbf x, \mathbf f_2, \mathbf f_3\right)^2 + \operatorname{det}\left(\mathbf f_1,\mathbf x, \mathbf f_3\right)^2 + \operatorname{det}\left(\mathbf f_1, \mathbf f_2, \mathbf x\right)^2 - \operatorname{det}\left(\mathbf f_1, \mathbf f_2, \mathbf f_3\right)^2 = 0


Applications
The ellipsoidal shape finds many practical applications:

  • , a mathematical figure approximating the shape of the .
  • Reference ellipsoid, a mathematical figure approximating the shape of in general.

  • Poinsot's ellipsoid, a geometrical method for visualizing the torque-free motion of a rotating .
  • Lamé's stress ellipsoid, an alternative to Mohr's circle for the graphical representation of the stress state at a point.
  • Manipulability ellipsoid, used to describe a robot's freedom of motion.
  • , a triaxial ellipsoid formed by a rotating fluid

  • , a diagram of an ellipsoid that depicts the orientation and relative magnitude of in a .
  • Thermal ellipsoid, ellipsoids used in crystallography to indicate the magnitudes and directions of the thermal vibration of atoms in crystal structures.


Computer science
Lighting
  • Ellipsoidal reflector floodlight
  • Ellipsoidal reflector spotlight

Medicine
  • Measurements obtained from imaging of the can be used to determine the volume of the gland using the approximation (where 0.52 is an approximation for )


Dynamical properties
The of an ellipsoid of uniform is
m = V \rho = \tfrac{4}{3} \pi abc \rho.

The moments of inertia of an ellipsoid of uniform density are

\begin{align}
 I_\mathrm{xx} &= \tfrac{1}{5}m\left(b^2 + c^2\right), &
   I_\mathrm{yy} &= \tfrac{1}{5}m\left(c^2 + a^2\right), &
   I_\mathrm{zz} &= \tfrac{1}{5}m\left(a^2 + b^2\right), \\[3pt]
 I_\mathrm{xy} &=  I_\mathrm{yz} = I_\mathrm{zx} = 0.
     
\end{align}

For these moments of inertia reduce to those for a sphere of uniform density.

Ellipsoids and rotate stably along their major or minor axes, but not along their median axis. This can be seen experimentally by throwing an eraser with some spin. In addition, moment of inertia considerations mean that rotation along the major axis is more easily perturbed than rotation along the minor axis.Goldstein, H G (1980). Classical Mechanics, (2nd edition) Chapter 5.

One practical effect of this is that scalene astronomical bodies such as generally rotate along their minor axes (as does Earth, which is merely ); in addition, because of , moons in synchronous orbit such as Mimas orbit with their major axis aligned radially to their planet.

A spinning body of homogeneous self-gravitating fluid will assume the form of either a Maclaurin spheroid (oblate spheroid) or (scalene ellipsoid) when in hydrostatic equilibrium, and for moderate rates of rotation. At faster rotations, non-ellipsoidal or shapes can be expected, but these are not stable.


Fluid dynamics
The ellipsoid is the most general shape for which it has been possible to calculate the of fluid around the solid shape. The calculations include the force required to translate through a fluid and to rotate within it. Applications include determining the size and shape of large molecules, the sinking rate of small particles, and the swimming abilities of .Dusenbery, David B. (2009). Living at Micro Scale, Harvard University Press, Cambridge, Massachusetts .


In probability and statistics
The elliptical distributions, which generalize the multivariate normal distribution and are used in , can be defined in terms of their . When they exist, the density functions have the structure:
f(x) = k \cdot g\left((\mathbf x - \boldsymbol\mu)\boldsymbol\Sigma^{-1}(\mathbf x - \boldsymbol\mu)^\mathsf{T}\right)

where is a scale factor, is an -dimensional with median vector (which is also the mean vector if the latter exists), is a positive definite matrix which is proportional to the covariance matrix if the latter exists, and is a function mapping from the non-negative reals to the non-negative reals giving a finite area under the curve.Frahm, G., Junker, M., & Szimayer, A. (2003). Elliptical copulas: applicability and limitations. Statistics & Probability Letters, 63(3), 275–286. The multivariate normal distribution is the special case in which for quadratic form .

Thus the density function is a scalar-to-scalar transformation of a quadric expression. Moreover, the equation for any states that the quadric expression equals some constant specific to that value of the density, and the iso-density surface is an ellipsoid.


See also
  • Ellipsoidal coordinates
  • Elliptical distribution, in statistics
  • , also called and , is a measure of the compression of a circle or sphere along a diameter to form an ellipse or an ellipsoid of revolution (spheroid), respectively.
  • , a shell bounded by two concentric, confocal ellipsoids
  • Geodesics on an ellipsoid
  • , the gravitational Earth modeled by a best-fitted ellipsoid
  • , a shell bounded by two concentric similar ellipsoids
  • , the smallest ellipsoid containing a given convex set.
  • List of surfaces


Notes


External links

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