The gellipsoid package extends the class of geometric ellipsoids to “generalized ellipsoids”, which allow degenerate ellipsoids that are flat and/or unbounded. Thus, ellipsoids can be naturally defined to include lines, hyperplanes, points, cylinders, etc. The methods can be used to represent generalized ellipsoids in a -dimensional space , with plots in up to 3D.

The goal is to be able to think about, visualize, and compute a
linear transformation of an ellipsoid with central matrix or its inverse which apply equally to unbounded
and/or degenerate ellipsoids. This permits exploration of a variety to
statistical issues that can be visualized using ellipsoids as discussed
by Friendly, Fox & Monette (2013), *Elliptical Insights:
Understanding Statistical Methods Through Elliptical Geometry* doi:10.1214/12-STS402.

The implementation uses a representation, based on the singular value decomposition (SVD) of an ellipsoid-generating matrix, , where is square orthogonal and is diagonal.

For the usual, “proper” ellipsoids, is positive-definite so all elements of are positive. In generalized ellipsoids, is extended to non-negative real numbers, i.e. its elements can be 0, Inf or a positive real.

A *proper* ellipsoid in can be defined by where is a non-negative definite central matrix,
In applications, is typically a variance-covariance matrix A
proper ellipsoid is *bounded*, with a non-empty interior. We call
these **fat** ellipsoids.

A degenerate *flat* ellipsoid corresponds to one where the
central matrix is singular or when there are one or more
zero singular values in . In 3D, a generalized ellipsoid that is
flat in one dimension ()
collapses to an ellipse; one that is flat in two dimensions ()
collapses to a line, and one that is flat in three dimensions collapses
to a point.

An *unbounded* ellipsoid is one that has infinite extent in
one or more directions, and is characterized by infinite singular values
in . For example, in 3D, an unbounded ellipsoid
with one infinite singular value is an infinite cylinder of elliptical
cross-section.

`gell()`

Constructs a generalized ellipsoid using the representation. The inputs can be specified in a variety of ways:- a non-negative definite variance matrix;
- an inner-product matrix
- a subspace with a given span
- a matrix giving a linear transformation of the unit sphere

`dual()`

calculates the dual or inverse of a generalized ellipsoid`gmult()`

calculates a linear transformation of a generalized ellipsoid`signature()`

calculates the signature of a generalized ellipsoid, a vector of length 3 giving the number of positive, zero and infinite singular values in the (U, D) representation.`ell3d()`

Plots generalized ellipsoids in 3D using the`rgl`

package

You can install the development version of gellipsoid from GitHub with:

```
# install.packages("devtools")
::install_github("friendly/gellipsoid") devtools
```

The following examples illustrate `gell`

objects and their
properties. Each of these may be plotted in 3D using
`ell3d()`

. These objects can be specified in a variety of
ways, but for these examples the span is simplest.

A unit sphere in has a central matrix of the identity matrix.

```
library(gellipsoid)
<- gell(Sigma = diag(3))) # a unit sphere in R^3
(zsph #> $center
#> [1] 0 0 0
#>
#> $u
#> [,1] [,2] [,3]
#> [1,] 0 0 1
#> [2,] 0 1 0
#> [3,] 1 0 0
#>
#> $d
#> [1] 1 1 1
#>
#> attr(,"class")
#> [1] "gell"
signature(zsph)
#> pos zero inf
#> 3 0 0
isBounded(zsph)
#> [1] TRUE
isFlat(zsph)
#> [1] FALSE
```

A plane in is flat in one dimension.

```
<- gell(span = diag(3)[, 1:2])) # a plane
(zplane #> $center
#> [1] 0 0 0
#>
#> $u
#> [,1] [,2] [,3]
#> [1,] 1 0 0
#> [2,] 0 1 0
#> [3,] 0 0 1
#>
#> $d
#> [1] Inf Inf 0
#>
#> attr(,"class")
#> [1] "gell"
signature(zplane)
#> pos zero inf
#> 0 1 2
isBounded(zplane)
#> [1] FALSE
isFlat(zplane)
#> [1] TRUE
dual(zplane) # line orthogonal to that plane
#> $center
#> [1] 0 0 0
#>
#> $u
#> [,1] [,2] [,3]
#> [1,] 0 0 1
#> [2,] 0 1 0
#> [3,] 1 0 0
#>
#> $d
#> [1] Inf 0 0
#>
#> attr(,"class")
#> [1] "gell"
signature(dual(zplane))
#> pos zero inf
#> 0 2 1
```

A hyperplane. Note that the `gell`

object with a center
contains more information than the geometric plane.

```
<- gell(center = c(0, 0, 2),
(zhplane span = diag(3)[, 1:2])) # a hyperplane
#> $center
#> [1] 0 0 2
#>
#> $u
#> [,1] [,2] [,3]
#> [1,] 1 0 0
#> [2,] 0 1 0
#> [3,] 0 0 1
#>
#> $d
#> [1] Inf Inf 0
#>
#> attr(,"class")
#> [1] "gell"
signature(zhplane)
#> pos zero inf
#> 0 1 2
dual(zhplane) # orthogonal line through same center
#> $center
#> [1] 0 0 2
#>
#> $u
#> [,1] [,2] [,3]
#> [1,] 0 0 1
#> [2,] 0 1 0
#> [3,] 1 0 0
#>
#> $d
#> [1] Inf 0 0
#>
#> attr(,"class")
#> [1] "gell"
```

A point:

```
<- gell(span = cbind(c(0, 0, 0)))
zorigin signature(zorigin)
#> pos zero inf
#> 0 3 0
# what is the dual (inverse) of a point?
dual(zorigin)
#> $center
#> [1] 0 0 0
#>
#> $u
#> [,1] [,2] [,3]
#> [1,] 0 0 1
#> [2,] 0 1 0
#> [3,] 1 0 0
#>
#> $d
#> [1] Inf Inf Inf
#>
#> attr(,"class")
#> [1] "gell"
signature(dual(zorigin))
#> pos zero inf
#> 0 0 3
```

The following figure shows views of two generalized ellipsoids. (blue) determines a proper, fat ellipsoid; it’s inverse also generates a proper ellipsoid. (red) determines an improper, flat ellipsoid, whose inverse is an unbounded cylinder of elliptical cross-section. is the projection of onto the plane where . The scale of these ellipsoids is defined by the gray unit sphere.

This figure illustrates the orthogonality of each and its dual, .

Friendly, M., Monette, G. and Fox, J. (2013). Elliptical Insights: Understanding Statistical Methods through Elliptical Geometry. Online paper

Friendly, M. (2013). Supplementary materials for “Elliptical Insights …”, https://www.datavis.ca/papers/ellipses/