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Consider the five points (0, 0),(0, 1),(1, 0),(1, 1),(−1, −1) in

R2 and name them (xi, yi) for i = 1, ..., 5. The objective is to find two coefficients a, b ∈ R such that the boundary of the ellipse ax2 + by2 = 1 is as closely to the above 5 points as possible. To this end, we define the error function:

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