% 
% Written by:
% -- 
% John L. Weatherwax                2007-07-01
% 
% email: wax@alum.mit.edu
% 
% Please send comments and especially bug reports to the
% above email address.
% 
%-----

close all; clc; clear; 

S = [ [ 0.3, 0.1, 0.1 ]; [ 0.1, 0.3, -0.1 ]; [ 0.1, -0.1, 0.3] ];
mu1 = [ 0; 0; 0 ];
mu2 = [ 0.5; 0.5; 0.5 ];
mu_diff = mu1 - mu2;
w = S \ mu_diff;

P1 = 0.3;
P2 = 1-P1;

norm_mu_diff = sqrt( mu_diff.' * ( S \ mu_diff ) );
x0 = 0.5 * mu_diff - log( P1 / P2 ) * ( mu_diff / norm_mu_diff^2 );