Plot 2-sigma ellipse

twosigma.py

def plot_twosigma(pos, S, ax, color='g'):
    """Plot 2-sigma ellipse

    Parameters
    ----------
    pos : tuple of length 2
        Center of the 2-sigma ellipse
    S :  numpy.ndarray of size 2x2 
        Position covariance
    ax : matplotlib.axes
        Axes handle where the ellipse will be drawn
    color : str, optional
        Ellipse color, by default 'g'

    Returns
    -------
    matplotlib.axes
        Axes where the ellipse was drawn
    """
    x = np.linspace(0, 2*np.pi, 360)
    uv = np.array([np.cos(x), np.sin(x)])   # unit vector rotating 360deg
    v2sigma = 2*np.linalg.cholesky(S)@uv

    ax.plot(v2sigma[0, :] + pos[0],
            v2sigma[1, :] + pos[1],
            lw=1, color=color, alpha=0.5)
    return ax