An algebraic model for the propagation of errors in matrix calculus

DOI10.1515/SPMA-2020-0008MaRDI QIDQ2175185zbMATH OpenOpenAlexFDO

Authors Nam Van Tran, I. P. Van den Berg

Publication date 28 April 2020

Published in Special Matrices (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1907.12948

zbMATH Keywords

rankerror propagationmatrix calculusexternal numbers

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Determinants, permanents, traces, other special matrix functions (15A15) Interval and finite arithmetic (65G30)

Abstract: We assume that every element of a matrix has a small, individual error, and model it by an external number, which is the sum of a nonstandard real number and a neutrix, the latter being a convex (external) set having the group property. The algebra of external numbers formalizes common error analysis, with rules for calculation which are a sort of mellowed form of the axioms for real numbers. We extend the algebra of external numbers to matrix calculus. Many classical properties continue to hold, sometimes stated in terms of inclusion instead of equality. There are notable exceptions, for which we give counterexamples and investigate suitable adaptations. In particular we study addition and multiplication of matrices, determinants, near inverses, and generalized notions of linear independence and rank.

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Cited in

(6)

• On the Algebraic Properties of Errors
• Algebraic properties of external numbers
• Error‐free transformation of matrix multiplication with a posteriori validation
• On the arithmetic of errors
• The explicit formula for Gauss-Jordan elimination applied to flexible systems
• Gaussian elimination for flexible systems of linear inclusions

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