Uncertainty propagation with functionally correlated quantities

Many uncertainty propagation software exist, written in different programming languages, but not all of them are able to handle functional correlation between quantities. In this paper we review one strategy to deal with uncertainty propagation of quantities that are functionally correlated, and int...

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Bibliographic Details
Published in:arXiv.org 2016-10
Main Author: Giordano, Mosè
Format: Article
Language:English
Subjects:
Complex numbers
Correlation
Linear algebra
Mathematical analysis
Matrix methods
Programming languages
Propagation
Software
Uncertainty
Online Access:Get full text
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Summary:Many uncertainty propagation software exist, written in different programming languages, but not all of them are able to handle functional correlation between quantities. In this paper we review one strategy to deal with uncertainty propagation of quantities that are functionally correlated, and introduce a new software offering this feature: the Julia package Measurements.jl. It supports real and complex numbers with uncertainty, arbitrary-precision calculations, mathematical and linear algebra operations with matrices and arrays.
ISSN:2331-8422