Uncertainty propagation with functionally correlated quantities

Abstract

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.