Robotics Interview Question: Need your help

I have some data represented by X-Y points in 2D. I have a 2×2 covariance matrix of this data computed already. I now transform these data points to an R-Theta space.

Given the covariance of the data in X-Y space, how can I efficiently compute the covariance in the R-Theta space of the same data?

submitted by /u/soulslicer0
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