Constrained Least Squares and Error Propagation

Error propagation and constrained fits are standard tasks in data analysis. An example for error propagation is the transformation from cartesian to polar coordinates, and an example for constrained fits are the application of energy and momentum conservation to particle reactions. The programs ERRPRP and APLCON allow to perform these tasks with a minimum amount of coding in given applications.

Manual: psfile

There are two source files (see below) one containing the specific subprograms and one containing some general matrix programs. The first file contains two example programs, which may be called in a main program:

CALL ERPCTS
CALL APLCTS
END

The software can be freely used for research and education. We expect that all publications describing work using this software quote at least one reference.

Disclaimer: This software is provided without any expressed or implied warranty. In particular there is no warranty of any kind concerning the fitness of this software for any particular purpose.

Subprograms

• SIMNIT (Initialization)
• SIMSTP (Step size for numerical differentiation)
• SIMNCH (Final statistical parameters)
• SIMLIM (Limits for variable)
• SIMMAT (Check of derivative matrix)
• SIMDER (Derivative calculation)
• APLCON (Apply constraints)
• ERRPRP (ERRPRP)
• ERPCTS (Example program for error propagation)
• APLCTS (Example program for constraints)

General matrix subprograms I

• GMPR (print general matrix)
• SMAVAT (product of general and symmetric matrix AVA)
• SMINV (symmetric matrix inversion and solution of equations)
• SMPR (print symmetric matrix)
• SMPRV (print (symmetric) covariance matrix and vector)
• SMTOS (copy (part of) symmetric matrix to symmetric matrix)