draw ellipsoid

This function draws ellipsoid in 2D for a given weighting matrix

This function draws 2D ellipse centred at origin in the form of Omega = {x=W*u, ||u||<=1} along with its major axis indicated. If the ellipse is defined in the form of x'Qx<1, one needs to choose
W = inv(sqrtm(Q))
during the function call.

Ex: Let W = [3 0.1; 0.1 2]
One can draw the ellipsoid region simply by calling the function
draw_ellipse(W,'k')