Propagation of Errors for Matrix Inversion
高能物理 - 实验
2009-10-31 v1
摘要
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.
引用
@article{arxiv.hep-ex/9909031,
title = {Propagation of Errors for Matrix Inversion},
author = {M. Lefebvre and R. K. Keeler and R. Sobie and J. White},
journal= {arXiv preprint arXiv:hep-ex/9909031},
year = {2009}
}
备注
18 pages, 4 figures, figure 4 contains two eps files