Recent content by d_forage

I have a matrix D (it happens to be in R^(nxm) where n>>m, but I don't think that is relevant at this point). I also have a vector t in R^n. I am interested in rewriting the set {x | (Dx-t)'(Dx-t) <= c} in standard ellipsoid form: --> {x | (x-z)'E(x-z)<=b} where E is an mxm positive...