I have data describing a rotated ellipse (the center of the ellipse in latitude longitude coordinates, the lengths of the major and minor axes in kilometers, and the angle that
Since you already have a way to solve the problem on a cartesian grid, I would just convert your points to UTM coordinates. The points and lengths will all be in meters then and the check should be easy. Lots of matlab code is available to do this conversion from LL to UTM. Like this.
You don't mention how long the axes of the ellipse are in the description. If they are very long (say hundreds of km), this approach may not work for you and you will have to resort to thinking about great circles and so on. You will have to make sure to specify the UTM zone to which you are converting. You want all your points to end up in the same UTM zone or you won't be able to relate the points.
The standard way of doing this on a Cartesian plane would be with a ray-casting algorithm. Since you're on a sphere, you will need to use great circle distances to accurately represent the ellipse.
EDIT: The standard ray-casting algorithm will work on your ellipse, but its accuracy depends on a) how small your ellipse is, and b) how close to the equator it is. Keep in mind, you'd have to be aware of special cases like the date line, where it goes from 179 -> 180/-180 -> -179.
After some more research into my problem and posting in another forum I was able to figure out a solution. My ellipse is relatively small so I assumed it was a true (flat) ellipse. I was able to locate the lat lon of the foci of the ellipse then if the sum of the distances from the point of interest to each focus is less than 2a (the major axis radius), then it is within the ellipse. Thanks for the suggestions though. -Cody