MATLAB FINANCIAL DERIVATIVES TOOLBOX Manuel d'utilisateur télécharger pdf (Page 37)

Comments:

Examples of dot power. The second or the forth power of a certain

vector can be defined either with the dot power or the dot product

operation.

Before leaving this section, the reader should note that dot power of vectors

is performed before any other operation, followed by the dot product and the

dot division. Off course, if a complex vector command involves

manipulations into brackets, these are executed before any other action.

2.1.4.3 Some Useful Vector Functions

Table 2 lists some useful function that can be used with row and column

vectors. This list is by no way exhaustive.

Basic Information Elementary Matrices and Arrays

Display array

Generate linearly spaced

vectors

Display array

Generate logarithmically

spaced vectors

True for empty vector

Create array of all ones

True if arrays are

identical

Uniformly distributed

random numbers and arrays

Length of vector

Create array of all zeros

Operations and Manipulation

Cumulative product

Average of array

Cumulative sum

Median of array

Last index

Minimum elements of array

Find indices of

nonzero elements

Sort elements in ascending

order

Maximum elements

of array

Sum of array elements

Table 2: Various functions that can be used with vectors.

Use the

p facilities to see how these functions can be used. The following

illustrate the use of some of these functions.

Matlab’s command:

>> clear; clc;

>> x=[ ]; isempty(x)

>> x=linspace(1, 10, 6), x=logspace(0.1, 0.5, 6); x(7)=0.1; x

>> sort(x), cumsum(x), [Max, I]=max(x), x(end)

1 2 ... 32 33 34 35 36 37 38 39 40 41 42 ... 118 119

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MATLAB FINANCIAL DERIVATIVES TOOLBOX Manuel d'utilisateur Page 37

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