arXiv · hep-ex/9909031
Propagation of Errors for Matrix Inversion
Abstract
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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M. Lefebvre, R. K. Keeler, R. Sobie, J. White. 1999-09-17. Propagation of Errors for Matrix Inversion. https://doi.org/10.1016/s0168-9002(00)00323-5
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