I would like to fit a 2D array by an elliptic function: (x / a)² + (y / b)² = 1 ----> (and so get the a and b)
And then, be able to replot it on my graph. I found many examples on internet, but no one with this simple Cartesian equation. I probably have searched badly ! I think a basic solution for this problem could help many people.
Here is an example of the data:
Sadly, I can not put the values... So let's assume that I have an X,Y arrays defining the coordinates of each of those points.
This can be solved directly using least squares. You can frame this as minimizing the sum of squares of quantity (alpha * x_i^2 + beta * y_i^2 - 1) where alpha is 1/a^2 and beta is 1/b^2. You have all the x_i's in X and the y_i's in Y so you can find the minimizer of ||Ax - b||^2 where A is an Nx2 matrix (i.e. [X^2, Y^2]), x is the column vector [alpha; beta] and b is column vector of all ones.
The following code solves the more general problem for an ellipse of the form Ax^2 + Bxy + Cy^2 + Dx +Ey = 1 though the idea is exactly the same. The print statement gives 0.0776x^2 + 0.0315xy+0.125y^2+0.00457x+0.00314y = 1 and the image of the ellipse generated is also below
import numpy as np
import matplotlib.pyplot as plt
alpha = 5
beta = 3
N = 500
DIM = 2
np.random.seed(2)
# Generate random points on the unit circle by sampling uniform angles
theta = np.random.uniform(0, 2*np.pi, (N,1))
eps_noise = 0.2 * np.random.normal(size=[N,1])
circle = np.hstack([np.cos(theta), np.sin(theta)])
# Stretch and rotate circle to an ellipse with random linear tranformation
B = np.random.randint(-3, 3, (DIM, DIM))
noisy_ellipse = circle.dot(B) + eps_noise
# Extract x coords and y coords of the ellipse as column vectors
X = noisy_ellipse[:,0:1]
Y = noisy_ellipse[:,1:]
# Formulate and solve the least squares problem ||Ax - b ||^2
A = np.hstack([X**2, X * Y, Y**2, X, Y])
b = np.ones_like(X)
x = np.linalg.lstsq(A, b)[0].squeeze()
# Print the equation of the ellipse in standard form
print('The ellipse is given by {0:.3}x^2 + {1:.3}xy+{2:.3}y^2+{3:.3}x+{4:.3}y = 1'.format(x[0], x[1],x[2],x[3],x[4]))
# Plot the noisy data
plt.scatter(X, Y, label='Data Points')
# Plot the original ellipse from which the data was generated
phi = np.linspace(0, 2*np.pi, 1000).reshape((1000,1))
c = np.hstack([np.cos(phi), np.sin(phi)])
ground_truth_ellipse = c.dot(B)
plt.plot(ground_truth_ellipse[:,0], ground_truth_ellipse[:,1], 'k--', label='Generating Ellipse')
# Plot the least squares ellipse
x_coord = np.linspace(-5,5,300)
y_coord = np.linspace(-5,5,300)
X_coord, Y_coord = np.meshgrid(x_coord, y_coord)
Z_coord = x[0] * X_coord ** 2 + x[1] * X_coord * Y_coord + x[2] * Y_coord**2 + x[3] * X_coord + x[4] * Y_coord
plt.contour(X_coord, Y_coord, Z_coord, levels=[1], colors=('r'), linewidths=2)
plt.legend()
plt.xlabel('X')
plt.ylabel('Y')
plt.show()
Following the suggestion by ErroriSalvo, here is the complete process of fitting an ellipse using the SVD. The arrays x, y are coordinates of the given points, let's say there are N points. Then U, S, V are obtained from the SVD of the centered coordinate array of shape (2, N). So, U is a 2 by 2 orthogonal matrix (rotation), S is a vector of length 2 (singular values), and V, which we do not need, is an N by N orthogonal matrix.
The linear map transforming the unit circle to the ellipse of best fit is
sqrt(2/N) * U * diag(S)
where diag(S) is the diagonal matrix with singular values on the diagonal. To see why the factor of sqrt(2/N) is needed, imagine that the points x, y are taken uniformly from the unit circle. Then sum(x**2) + sum(y**2) is N, and so the coordinate matrix consists of two orthogonal rows of length sqrt(N/2), hence its norm (the largest singular value) is sqrt(N/2). We need to bring this down to 1 to have the unit circle.
N = 300
t = np.linspace(0, 2*np.pi, N)
x = 5*np.cos(t) + 0.2*np.random.normal(size=N) + 1
y = 4*np.sin(t+0.5) + 0.2*np.random.normal(size=N)
plt.plot(x, y, '.') # given points
xmean, ymean = x.mean(), y.mean()
x -= xmean
y -= ymean
U, S, V = np.linalg.svd(np.stack((x, y)))
tt = np.linspace(0, 2*np.pi, 1000)
circle = np.stack((np.cos(tt), np.sin(tt))) # unit circle
transform = np.sqrt(2/N) * U.dot(np.diag(S)) # transformation matrix
fit = transform.dot(circle) + np.array([[xmean], [ymean]])
plt.plot(fit[0, :], fit[1, :], 'r')
plt.show()
But if you assume that there is no rotation, then np.sqrt(2/N) * S is all you need; these are a and b in the equation of the ellipse.
You could try a Singular Value Decomposition of the data matrix. https://docs.scipy.org/doc/numpy-1.13.0/reference/generated/numpy.linalg.svd.html
First center the data by subtracting mean values of X,Y from each column respectively.
X=X-np.mean(X)
Y=Y-np.mean(Y)
D=np.vstack(X,Y)
Then, apply SVD and extract -eigenvalues (members of s) -> axis length -eigenvectors(U) -> axis orientation
U, s, V = np.linalg.svd(D, full_matrices=True)
This should be a least-squares fit. Of course, things can get more complicated than this, please see https://www.emis.de/journals/BBMS/Bulletin/sup962/gander.pdf
