Propagation of errors for matrix inversion
2000
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.
Keywords:
- Dynamic Monte Carlo method
- Propagation of uncertainty
- Computational chemistry
- Monte Carlo molecular modeling
- Matrix (mathematics)
- Nuclear magnetic resonance
- Monte Carlo method
- Quantum Monte Carlo
- Hybrid Monte Carlo
- Physics
- Monte Carlo method in statistical physics
- Applied mathematics
- Invertible matrix
- Sample matrix inversion
- Optics
- Correction
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- Cite
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