Hans Dembinski | TU Dortmund
PyPI https://pypi.org/project/jacobi
Source https://github.com/HDembinski/jacobi
Documentation https://hdembinski.github.io/jacobi
Latest release v0.3.0
with $$ J_{ik} = \frac{\partial y_i}{\partial x_k} $$
from jacobi import propagate
def fn(x):
return x ** 2 + 1
x = [1, 2]
xcov = [[3, 1],
[1, 4]]
y, ycov = propagate(fn, x, xcov)
y, ycov
(array([2, 5]), array([[12., 8.], [ 8., 64.]]))
def fn(x, y):
return x + y
x = 1
y = 2
xcov = 2
ycov = 3
z, zcov = propagate(fn, x, xcov, y, ycov)
z, zcov
(array([3]), array([[5.]]))
jacobi.propagate
uses this to do automatic error propagation