Propagation of Errors for Matrix Inversion

Details Propagation of Errors for Matrix Inversion Propagation of Errors for Matrix Inversion

1999-09-17

arxiv.org/abs/hep-ex/9909031v1

Nucl.Instrum.Meth. A451 (2000) 520-528

Physics

High Energy Physics

High Energy Physics - Experiment

18 pages, 4 figures, figure 4 contains two eps files

Scientific paper

10.1016/S0168-9002(00)00323-5

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.

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