Propagation of Errors for Matrix Inversion

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 calc...

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Bibliographic Details
Published inarXiv.org
Main Authors Lefebvre, M, Keeler, R K, Sobie, R, White, J
Format Paper
LanguageEnglish
Published Ithaca Cornell University Library, arXiv.org 17.09.1999
Subjects
Mathematical analysis
Propagation
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Summary: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.
ISSN:2331-8422
DOI:10.48550/arxiv.9909031