Propagation of Errors for Matrix Inversion

Preprint

17 September 1999

preprint
Published by arXiv in arXiv

https://doi.org/10.48550/arXiv.hep-ex/9909031

Abstract

A formula is given for the propagation of errors during matrix inversion. An explicit calculation for a 2 by 2 matrix using both the formula and a Monte Carlo calculation are compared. A prescription is given to determine when a matrix with uncertain elements is sufficiently nonsingular for the calculation of the covariances of the inverted matrix elements to be reliable.

Keywords

COVARIANCES
FORMULA
INVERTED
MATRIX INVERSION
MONTE CARLO
PRESCRIPTION
PROPAGATION
RELIABLE
UNCERTAIN
ERRORS DURING MATRIX

All Related Versions

Version 1, 1999-09-17, ArXiv
Published version: Nuclear Instruments and Methods in Physics Research Section A: Accelerators, Spectrometers, Detectors and Associated Equipment, 451 (2), 520.

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