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We're trying to minimize the error, so taking the Jacobian of the original function wouldn't make sense. <span style="font-size: smaller;" class="autosigned">— Preceding [[Wikipedia:Signatures|unsigned]] comment added by [[Special:Contributions/129.132.154.39|129.132.154.39]] ([[User talk:129.132.154.39|talk]]) 10:42, 20 October 2011 (UTC)</span><!-- Template:Unsigned IP --> <!--Autosigned by SineBot-->
== Covariance of the solution ==
There should be discussion of the covariance of the solution. I think it's that if J is left-multiplied by the inverse of the input covariance, than <math>J^\top \Sigma^{-1} J</math> is the covariance of the output, or somesuch. [[User:BenFrantzDale|—Ben FrantzDale]] ([[User talk:BenFrantzDale|talk]]) 17:20, 26 October 2011 (UTC)
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