A covariance data creation device for executing an assembly calculation for a fuel assembly on the basis of a micro cross section, wherein are executed: a perturbation data generating step S12 for deriving a plurality of perturbation amounts of the micro cross section and generating the derived plurality of micro cross section perturbation amounts as micro perturbation data on the basis of micro covariance data, which are data relating to the uncertainty of the micro cross section; a macro cross section derivation step S13 for executing an assembly calculation on the basis of the micro perturbation data generated in the perturbation data generating step S12, and deriving each of a plurality of macro cross sections corresponding to the plurality of micro cross section perturbation amounts; and a macro covariance data generating step S14 for generating macro covariance data, which are data relating to the uncertainty of the macro cross section, on the basis of the plurality of macro cross sections derived in the macro cross section derivation step.
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