C++ header library for first- and second-order uncertainty propagation
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Updated
Aug 28, 2022 - C++
Error (or uncertainty) propagation is the practice of analyzing and accounting for the effect of numeric quantities' uncertainties on the results of functions that involve them.
When variables used in a function or mathematical operation have errors (due to measurement uncertainties, random fluctuations, sample variance, etc.), error propagation can be used to determine the resulting error of the function's output.
C++ header library for first- and second-order uncertainty propagation
Lightweight automatic differentiation and error propagation library