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Minimum Volume Enclosing Ellipsoid
C++ Python Makefile
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README.md

Khachiyan's Ellipsoid Method

Description: A library that finds the minimum volume enclosing ellipsoid (MVEE) over real-valued data.

Docs comming soon, for now inspect the Makefile, headers, tests for usage details. Tested on x86-64/ubuntu-18.04.

To install run:

$ make && sudo make install && cd tests && make && ./build/test
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