MATLAB FINANCIAL DERIVATIVES TOOLBOX Manuel d'utilisateur télécharger pdf (Page 49)

ans =

0.9501 0.6068

0.2311 0.4860

ans =

0 0

Comments:

Examples with matrices build-in functions.

2.1.5 Additional Useful Matrix Functions

Functions that are exhibited in Table 1 can also been applied to a two

dimensional arrays because vectors are special cases of matrices (and vise

versa). Additional build-in functions are illustrated in Table 4.

Basic Information Elementary Matrices and Arrays

Number of dimensions

Block diagonal concatenation

Number of elements

Operations and Manipulation

Determinant

Matrix rank

Matrix exponential

Sort rows in ascending order

Flip matrices left-right

Matrix square root

Flip matrices up-down

Sum of diagonal elements

Matrix inverse

Lower triangular part of

matrix

Matrix logarithm

Upper triangular part of

matrix

Matrix or vector norm

Table 4: Various functions that can be used with vectors.

Moreover, type: “

p matfun” to view some very useful matrix functions

related with numerical linear algebra.

2.1.6 Example: System of Linear Equations

Many times, a researcher has to solve a system of linear equation

simultaneously. In matrix notation, such problem is formulated as:

bAx

where “A” is a coefficient matrix, “x: is the set (column) of unknowns and “b”

is a column vector. In an equation-wise format, the above is equal to:

1 2 ... 44 45 46 47 48 49 50 51 52 53 54 ... 118 119

Pas de commentaire

MATLAB FINANCIAL DERIVATIVES TOOLBOX Manuel d'utilisateur Page 49