an>
W_u = inv(V*V'/p);
R = chol(W_u);  <span class="comment">% W = R'*R</span>
ellipsoid_u = sqrt(eta)*(R\[cos(angles); sin(angles)]);
plot(ellipsoid_u(1,:), ellipsoid_u(2,:), <span class="string">'--'</span>);
text(ellipsoid_u(1),ellipsoid_u(2),<span class="string">'U'</span>);
set(gca,<span class="string">'Xtick'</span>,[]);
set(gca,<span class="string">'Ytick'</span>,[]);
axis <span class="string">off</span>
<span class="comment">% print -deps confidence.eps</span>
hold <span class="string">off</span>
</