The following PR changes the algorithm for finding the minimum-volume enclosing ellipsoid (MVEE). The original algorithm was based on the Khachiyan algorithm. Now, nautilus is using a slightly modified version of this original algorithm that is significantly faster, especially in high dimensions. A downside is that only the original algorithm is mathematically proven to converge to the MVEE. However, in all tests I performed, the results of the new algorithm were basically the same (or better in high dimensions since it could be run longer).
The following PR changes the algorithm for finding the minimum-volume enclosing ellipsoid (MVEE). The original algorithm was based on the Khachiyan algorithm. Now, nautilus is using a slightly modified version of this original algorithm that is significantly faster, especially in high dimensions. A downside is that only the original algorithm is mathematically proven to converge to the MVEE. However, in all tests I performed, the results of the new algorithm were basically the same (or better in high dimensions since it could be run longer).