σx1x2\sigma_{x_1x_2} is known as the covariance between x1x_1 and x2x_2 For a function with n independent variables, the errors propagate as: Σzz=[a1a2⋯an][σx12σx1x2⋯σx1xnσx2x1σx22⋯σx2xn⋮⋮⋱⋮σxnx1σxnx2⋯σxn2][a1a2⋮an]\Sigma_{zz}= \left[ \begin{matrix} a_1 & a_2 & \cdots & a_n \end{matrix} \right] \left[ \begin{matrix} \sigma_{x_1}^{2} & \sigma_{x_1x_2} & \cdots & \sigma_{x_1x_n}\\ \sigma_{x_2x_1} & \sigma_{x_2}^{2} & \cdots & \sigma_{x_2x_n}\\ \vdots & \vdots & \ddots &…