A $n$-dimensional generalization of an ellipse.1
An ellipsoid (or
hyperellipse or
hyperellipsoid) is a set
$E \subset \R ^{n}$ for which there exists $A
\in \R ^{n \times n}$ positive definite satisfying
\[
E = \Set*{x}{\transpose{x}Ax \leq 1}.
\]