bv_cvxbook_extra_exercises

You could also create the tridiagonal matrix

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Unformatted text preview: e. We use the value of O after the drop. The hope is that after removing a relatively small number of points, the volume of the minimum volume ellipsoid containing the remaining points will be much smaller than the minimum volume ellipsoid for D, which means the removed points are far away from the others. For example, suppose we have 100 points that lie in the unit ball and 3 points with (Euclidean) norm 1000. Intuitively, it is clear that it is reasonable to consider the three large points outliers. The minimum volume ellipsoid of all 103 points will have very large volume. The three points will be the first ones removed, and as soon as they are, the volume of the ellipsoid ellipsoid will drop dramatically and be on the order of the volume of the unit ball. Run 6 iterations of the algorithm on the data given in ellip_anomaly_data.m. Plot vol E (on a log scale) versus card O. In addition, on a single plot, plot all the ellipses found with the function ellipse_draw(A,b) along with the outliers (in red) and the remaining points (in blu...
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This note was uploaded on 09/10/2013 for the course C 231 taught by Professor F.borrelli during the Fall '13 term at Berkeley.

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