plot ellipse from mean and covariance matrix plot_ellipse_mc(mu,cov,p_typ) mu = centre cov = covariance matrix p_typ = point type Wolfgang Förstner 10/2010 wfoerstn@uni-bonn.de
0001 % plot ellipse from mean and covariance matrix 0002 % 0003 % plot_ellipse_mc(mu,cov,p_typ) 0004 % mu = centre 0005 % cov = covariance matrix 0006 % p_typ = point type 0007 % 0008 % Wolfgang Förstner 10/2010 0009 % wfoerstn@uni-bonn.de 0010 0011 0012 function h = plot_ellipse_mc(mu,cov,p_typ,lw) 0013 0014 if nargin < 4 0015 lw = 2; 0016 end 0017 0018 e = sqrt(eigs(cov)); 0019 a = e(1); 0020 b = e(2); 0021 theta = atan2(2*cov(1,2),cov(1,1)-cov(2,2))/2; 0022 0023 np = 100; 0024 ang = (0:np)*2*pi/np; 0025 R = [cos(theta) -sin(theta); sin(theta) cos(theta)]; 0026 pts = mu*ones(size(ang)) + R*[cos(ang)*a; sin(ang)*b]; 0027 0028 h = plot( pts(1,:), pts(2,:) , p_typ,'LineWidth',lw);