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Computing 3D error ellipsoids

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I know how to calculate a two-dimensional error ellipse from the covariance matrix of a 2D point - but little can be found on computing error ellipsoids in 3D space.

Does anybody know how to calculate a three-dimensional error ellipsoid from a 3x3 covariance matrix? This is not really a MATLAB problem, but of course I can add one:
How can we 3D-plot such an error ellipsoid if we have calculated its parameters?
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Reply Michael 6/14/2010 12:20:25 PM

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