Table 3 Comparison of performance of exact numerical inversion of the covariance matrix and the perturbative inversion for various degrees of cross-correlation with simulated white noise data. The computed values for \(\sigma _{\rho }\) are to be compared with the exact analytic result of \(\sigma _{\rho }=1\), see Sec. B.1
\(\sigma _{\times }/\sigma \) | \(\sigma _{\rho }\) (Exact \(\boldsymbol{E}^{-1}\)) | \(\sigma _{\rho }\) (Approx. \(\boldsymbol{E}^{-1}\)) |
|---|---|---|
0.0 | 0.99 | 1.00 |
0.1 | 1.04 | 0.99 |
0.5 | 1.00 | 11.15 |
0.9 | 0.99 | 64.07 |