Toolbox plot a covariance matrix 2D and 3D

The code for version 1.0.0 is here [rar].

Plot 2D covariance matrix

• The main file is plotEllipse2d.m which shows you how to use the function fn_plot_covariance_2D.
• fn_plot_covariance_2D: return the x-y coordinates for the covariance matrix
  • [x y] = fn_plot_covariance_2D(mu,Sigma,steps,M)
• fn_calculateEllipse: the core engine to calculate x-y location of points on the ellipse perimeter
  • [X Y] = fn_calculateEllipse(x, y, a, b, angle, steps)

Plot 3D covariance matrix

• plotEllipse3d: The main code plotting (3D) ellipsoid. I did not have time to make function out of it.