An ellipsoidal approximation to the Hadamard product of ellipsoids

This paper introduces a computationally efficent outer approximation to the Hadamard, i.e., element-wise, product of two ellipsoids. This element-wise product corresponds to multiplicative uncertainties, which arrive commonly in practice. We consider the case where both ellipsoids describe real numbers and the case in which the ellipsoids correspond to the direct-sum representation of complex numbers.