The Math Forum

Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Math Forum » Discussions » Math Topics » alt.math.recreational

Notice: We are no longer accepting new posts, but the forums will continue to be readable.

Topic: uniform sampling in multi-dimensional ellipsoid
Replies: 1   Last Post: Aug 2, 2013 2:40 PM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]

Posts: 1
Registered: 5/4/12
uniform sampling in multi-dimensional ellipsoid
Posted: May 4, 2012 9:30 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

I'm looking for a method to uniformly sample within an ellipsoid in an n-dimensional space given by:
(x-m)^T * (R^-1) * (x-m) <= 1
where m is the vector specifying the center of the ellipsoid and R is a positive semi-definite matrix specifying how and in what directions the ellipsoid will be stretched (determined by eigenvalues and eigenvectors).

I'm also looking for a method not based on rejection sampling, since in higher dimensions the number of rejected points will increase dramatically.

Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© The Math Forum at NCTM 1994-2018. All Rights Reserved.