Concept

Covariance — where it appears

The matrix that describes how the errors of several quantities vary together, and how large each of them is. Pushing one through a projection's Jacobian turns a positional uncertainty on the ground into an error ellipse on the page, which is Tissot's own construction pointed at a different input.

Named by 11 essays across 3 fields — each of them below, with the objects they name alongside it.

One instrument, one covariance, drawn where Mollweide puts it. The same measurement is made at every point: 5 m east by 5 m north, uncorrelated, which on the ground is a circle. Each ellipse is that covariance pushed through the projection's own Jacobian and drawn 26,000 times life size. On Mollweide the axis ratio reaches 4.15, so an instrument that is equally good in every direction is drawn as though it were not.

An error ellipse is an indicatrix

A positional covariance pushed through a projection is the same matrix sandwich that produces Tissot's indicatrix, so the error ellipse drawn on a map and the distortion ellipse drawn beside it are the same ellipse. A five-metre circular accuracy is drawn at an axis ratio of 3.04 on one common projection — and the same projection draws a genuinely lopsided 304 by 100 metre error as a perfect circle.

distortion · Precision
10,000 observations of one place, averaged 120 times. Left: 400 single observations of the same place, with a 60-kilometre standard deviation east and north, drawn across ±400 km. They are scattered about the truth and their average is unbiased on the ground. Right: 120 independent averages of 10,000 such observations each, computed on the page and taken back to the ground, drawn across ±1.8 km. The cloud is tight, as averaging ten thousand things should make it, and it is not centred on the cross: it sits 489 m away, against 403 m predicted by the projection's second derivative alone.

The average of noisy positions moves

Average sixty thousand scattered observations of one place on a Mercator map and the answer is 404 metres too far north — at every sample size, because it is a bias and not noise. The same average on the Lambert cylindrical equal-area is 404 metres too far south, the two being ½ (σ²/R) tan φ and its exact negative, and on the plate carrée it is not displaced at all.

distortion · Precision
Five stations, ten distances, three spare. A braced quadrilateral with a centre point. Every distance between the corners and every distance to the centre is observed, 10 in all, each with a standard deviation of 8 mm. Holding one station and one bearing leaves 8 unknown coordinates, so the network has three degrees of freedom: three independent statements the observations make that could be contradicted. Everything the adjustment can tell anybody about the quality of the work comes out of those three.

A coordinate is the output of a solve

Six essays measure a tape, close a traverse, spread a misclosure and reduce a chain. The coordinate that comes out of the far end is the solution of a least-squares problem, and the problem has a decision in it that is not a measurement: what to hold fixed. Change it and every coordinate moves by centimetres while not one residual moves at all.

practice · Reduction
A chain of stations, its positions' uncertainty and its baselines'. Nine stations held at the left-hand one, with every neighbour, second neighbour and third neighbour observed. The filled ellipses are each station's own uncertainty, which grows without limit as the chain runs away from the point it is held at — 7.5 mm at the near end and 574 mm at the far. The open ellipses above each leg are the uncertainty of the baseline, drawn at the same scale: they hardly grow at all, because almost everything that is wrong with one end is wrong with the other in the same direction.

The difference of two coordinates

Three essays give a single coordinate a width. Every practical use of one is a difference of two — a distance, a bearing, a movement, an area — and the width of a difference is not the two widths combined, because the errors are not independent. Far from its datum a one-leg baseline is six times more certain than the positions it joins.

distortion · Precision
Four layouts, the same five stations, the same ten distances. Every panel has five stations, all ten distances between them, the same instrument precision and the same three degrees of freedom. The ellipses are the error ellipses of the adjusted coordinates, drawn at one common exaggeration, and they are computed from the geometry and the weights alone — no observation value enters any of them. The worst semi-axis runs from 11.1 millimetres to 232, a factor of 20.9, and the difference is entirely where the marks were put.

The network's answer is decided before it is measured

Nine rungs measure what an adjustment does with observations. Every quantity a specification is written about — the error ellipses, the redundancy numbers, the smallest detectable blunder — is a function of the geometry and the weights alone, and does not contain an observed value anywhere. Four layouts of five stations with the same ten distances differ by a factor of 20.9 in their worst coordinate.

practice · Reduction
A transformation is more certain in some places than others. The horizontal position uncertainty a Helmert transformation carries, from the stated widths of its own seven parameters, along three meridians. It runs from 40 mm to 68 mm — a factor of 1.71 — and it falls towards the poles, because the rotation terms act on the distance from the Earth's axis. A single figure quoted for "the accuracy of the transformation" is the value at some latitude nobody wrote down.

The seven parameters have their own uncertainty

Nine essays on this ladder print a datum transformation as seven exact numbers. Every published set is the output of a least-squares fit and arrives with standard errors as much a part of the result as the parameters — and pushing those widths through to the ground gives an ellipse, not a number, that is 68 mm across at the equator and 43 mm at 70°.

datums · Datum
The same baseline, turned. The part of a 20 km height difference a degree-360 geoid model omits, against the direction the baseline runs, at four anisotropy ratios. A ratio of one is the model rung 9 used and is a flat line — the isotropic covariance cannot depend on a direction, by construction, which is the whole of the objection. At a ratio of two the same baseline omits 165 millimetres along the grain and 241 across it.

The correlation is not the same in every direction

Every number in the previous rung came out of Σ cₙ Pₙ(cos ψ) — a covariance that depends on the angular distance and nothing else. Ground has grain: at a modest anisotropy the same 20 km baseline omits 165 millimetres along it and 241 across, and the isotropic answer understates the worse direction by 18.4 per cent.

datums · Height
A 900 km circular accuracy at 55° north, projected. Six thousand ground positions drawn from a circular error of 900 kilometres about one place, each projected in Mercator and plotted as a displacement from the projected place. The curve is the nominal 95 per cent ellipse, computed the standard way — the ground covariance sandwiched between the projection's own derivatives. It holds 93.83 per cent of the points, the cloud is measurably longer than it along its own long axis by 5.52 per cent, and it is not symmetric: the third moment along the page's second axis is 0.727 rather than zero.

The error ellipse is not an ellipse

Rung two pushed a covariance through a projection with the same matrix sandwich that draws an indicatrix. That is a first-order operation on a map with a second derivative, so the propagated distribution is not the ellipse the sandwich draws — and a nominal 95 per cent ellipse holds 93.06 per cent on one projection and 95.63 on another, in opposite directions, from the same input.

distortion · Precision
Seven published numbers, twenty-eight actual ones. The correlation matrix of a seven-parameter fit to 64 common points over a region 9° across. Only the diagonal is ever published — seven standard deviations — and the twenty-one off-diagonal entries are not small: the strongest is ty against rx at 0.940. A translation and the rotation that mimics it over a small patch are very nearly the same parameter, so the fit cannot tell them apart and its errors in the two are locked together.

The parameters are not independent

Rung seven gives the seven parameters their own uncertainty and stops at seven numbers. There are twenty-eight, and the twenty-one nobody publishes are not small: a translation and the rotation that mimics it correlate at 0.94, the normal matrix has a condition number of 4 × 10¹⁶, and propagating from the diagonal alone overstates the transformation's uncertainty by up to a factor of thirty-six.

datums · Datum
The same field, the same statistic, two pages. A single northern concentration — v = 10 + 90 exp(−d²/(25°)²), d the distance from 20°E 55°N — drawn twice, with the shading rule and the data identical. The ground's own area-weighted mean is 14.009. A reader weighting by the area actually on the page takes 17.490 off Mercator, which is +24.85%, and 14.009 off Gall–Peters, which is +0.00%. Neither map has misdrawn a single cell.

A choropleth is read by area

Every cartography course states the rule — use an equal-area projection for a thematic map — and states it as advice. It is a theorem, and it has a residual: the error a page puts into a reading is exactly the covariance of the value with the areal factor, which is 24.85 per cent for a northern concentration read off Mercator and 0.00 per cent for the same field read off a map that spreads area by 7.7 to one.

distortion · Thematic
One map, two samples, two answers. The same Miller cylindrical projection carrying two sets of sample points of the same size. On the left the points are uniform over the SPHERE — equal ground area between them, which is what every mean in this collection integrates against. On the right they are uniform over the PAGE, which is what a raster, a pixel loop or any figure that walks its own canvas produces. The right-hand set crowds where the map stretches, and the mean angular deformation it returns is 18.0° against the left-hand set's 7.2°.

The sample was drawn on the page

Every mean in this collection integrates over the sphere, because that is where the ground is. A raster, a pixel loop and any figure that walks its own canvas integrate over the page instead, and the difference is exactly the covariance between the quantity being measured and the map's own area distortion — 7.2° of mean angular deformation on Miller becoming 18.0°.

distortion · Sampling

Named alongside it

The objects these essays reach for when they reach for this one.

PrecisionError ellipseLeast-squaresDatumEqual-areaBiasDegrees of freedomPropagationRedundancyAdjustmentAngular deformationAnisotropy

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