Function rotated_ellipsoid 

pub fn rotated_ellipsoid(x: &[f64]) -> f64

The ellipsoid turned so that its axes aren’t the variables’: ellipsoid(H x), with H the reflection I − 2 v vᵀ/(vᵀv), vᵢ = i + 1. H is orthogonal, so the minimum is still 0 at x = 0, but no variable can be stepped alone to reach it. CMA-ES is invariant under rotations and reflections of the variables, so it should take about as many evaluations as on ellipsoid.