MATLAB FINANCIAL DERIVATIVES TOOLBOX Manuel d'utilisateur télécharger pdf (Page 47)

×××

×=

nnmm

CAC

Let’s define the “A” and “B” matrices:













24232221

14131211

aaaa

A ,













4241

3231

2221

1211

Like linear algebra, Matlab products with matrices (and/or vectors) are

calculated as follows:

⇒













=×=

×××

2221

1211

244222

BAC













++++++

42243223222212214124312321221121

42143213221212114114311321121111

babababababababa

That is, the element in the (1,1) position of the new matrix “C” if the inner

product of the 1

row of “A” with the 1

column of “B”, the (1,2) element of

“C” is the inner product of the 1

row of “A” with the 2

column of “B” and

so on. Work through the following examples to digest this topic.

Matlab’s command:

>> clear; A=[ 1 -2 5 -3; -2 2 4 1]; B=[2 3;1 0;2 -1;1 4]; A_B=[A;B'];

>> R1=[-2 -1 3 2]; C1=[1; -1; 2; 0];

>> C=A*B, Row=R1*A_B, Col= A_B*C1, A*(A_B*A_B)*B

Matlab’s response:

C =

7 -14

7 -6

Row =

12 5 -10 16

1 2 ... 42 43 44 45 46 47 48 49 50 51 52 ... 118 119

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