Article,

Propagation of Errors for Matrix Inversion

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Nuclear Instruments and Methods in Physics Research Section A: Accelerators, Spectrometers, Detectors and Associated Equipment, 451 (2): 520--528 (Sep 17, 1999)
DOI: 10.1016/s0168-9002(00)00323-5

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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