Let us consider an ellipsoid in $\mathbb{R}^n$ of the form $\{x \in \mathbb{R}^n | x'Cx \le 1\}$, where $C$ is a symmetric positive definite matrix.
What is the smallest box $\prod_{i=1}^n [-a_i,a_i]$ the ellipsoid is a subset of?
Let us consider an ellipsoid in $\mathbb{R}^n$ of the form $\{x \in \mathbb{R}^n | x'Cx \le 1\}$, where $C$ is a symmetric positive definite matrix.
What is the smallest box $\prod_{i=1}^n [-a_i,a_i]$ the ellipsoid is a subset of?
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