Session: propagate – a numerical data type for standard Gaussian uncertainty propagation

Location:
B05/B06 B07/B08, B09,
Language:
English
Target-audience:
Novice

The propagation of uncertainties plays a crucial role in the analysis of scientific data. The presented numerical data type for standard Gaussian uncertainty propagation computes the required derivatives for each numerical calculation step. The uncertainty is then computed by combining the information of the derivatives with the covariance matrix of the input variables.