Propagation of errors for matrix inversion

Authors
Lefebvre, M Keeler, RK Sobie, R White, J
Citation
M. Lefebvre et al., Propagation of errors for matrix inversion, NUCL INST A, 451(2), 2000, pp. 520-528
Citations number
4
Categorie Soggetti
Spectroscopy /Instrumentation/Analytical Sciences","Instrumentation & Measurement
Journal title
NUCLEAR INSTRUMENTS & METHODS IN PHYSICS RESEARCH SECTION A-ACCELERATORS SPECTROMETERS DETECTORS AND ASSOCIATED EQUIPMENT
ISSN journal
01689002 → ACNP
Volume
451
Issue
2
Year of publication
2000
Pages
520 - 528
Database
ISI
SICI code
0168-9002(20000901)451:2<520:POEFMI>2.0.ZU;2-3
Abstract
A formula is given for the propagation of errors during matrix inversion. A n explicit calculation for a 2 x 2 matrix using both the formula and a Mont e Carlo calculation are compared. A prescription is given to determine when a matrix with uncertain elements is sufficiently nonsingular for the calcu lation of the covariances of the inverted matrix elements to be reliable. ( C) 2000 Elsevier Science B.V. All rights reserved.