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Experimental verification of a theoretical error estimate for calculation of a response matrix

A method for obtaining an approximate response matrix for a discrete stochastic dynamical system in the case of an external action from a subspace is considered. The method is based on the calculation of approximate covariation matrices. The dependence of errors on the parameters and the dimension of the problem is known for this method. The main goal of the paper is experimental verification of this dependence. In addition, some problems of software implementation of the method, the choice of subspaces, its connection to an effective number of degrees of freedom are discussed.