### 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.

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

source file
- 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

source file
- 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)