How to fit a 2D ellipse to given points - python-2.7

Question

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.

Answer 1

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()

Answer 2

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.

Answer 3

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