How to fit a bounding ellipse around a set of 2D points

Question

Given a set of 2d points (in Cartesian form), I need to find the minimum-area ellipse such that every point in the set lies either on or inside the ellipse.

I have f

Answer 1

With Eigen, you can get the diagonal vector from a matrix with .diagonal(); you can treat a vector as a diagonal matrix with .asDiagonal(); but you cannot treat a dense matrix as a diagonal matrix. So that line should be

MatrixXd M = (Q_tr * X.inverse() * q).diagonal();