Uncertainty propagation with functionally correlated quantities

Uncertainty propagation with functionally correlated quantities
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函数相关量的不确定性传播

DOI:
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发表时间:
2016
期刊:
arXiv: Data Analysis, Statistics and Probability
影响因子:
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通讯作者:
Mosè Giordano
Mosè Giordano
中科院分区:
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文献类型:
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作者:
Mosè Giordano

文献摘要

被引文献

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存在许多用不同编程语言编写的不确定性传播软件,但并非所有软件都能够处理量之间的函数相关性。在本文中,我们回顾了一种策略,以处理不确定性传播的数量是功能相关的,并介绍了一个新的软件提供这种功能:朱莉娅包Measurements.jl。它支持具有不确定性的真实的实数和复数、任意精度计算、矩阵和数组的数学和线性代数运算。
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.