Propagation of errors for matrix inversion
/ Authors
/ Abstract
Abstract A formula is given for the propagation of errors during matrix inversion. An explicit calculation for a 2×2 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.
Journal: Nuclear Instruments & Methods in Physics Research Section A-accelerators Spectrometers Detectors and Associated Equipment