I'd like to derive the covariance matrix that defines a given ellipse.
Information I have:
- length of major axis $\lambda_1$
- length of minor axis $\lambda_2$
- angle of rotation of the ellipse is $\theta$ degrees
- determinant of the desired covariance matrix is $ = 1$
Given the four sets of the information above, is there a way to go backward and derive the covariance matrix that defines the ellipse?
Thank you in advance!