MATLAB FINANCIAL DERIVATIVES TOOLBOX Uživatelský manuál stáhnout pdf (Strana 46)

Matlab’s command:

>> clear; U=[-1 2 1; 0 -2 3]; V=[1:3; 5 2 4];

>> U.^2, U.*V, (1./V).^2.*U, U.^U

Matlab’s response:

ans =

1 4 1

0 4 9

ans =

-1 4 3

0 -4 12

ans =

-1.0000 0.5000 0.1111

0 -0.5000 0.1875

ans =

-1.0000 4.0000 1.0000

1.0000 0.2500 27.0000

Comments:

Dot operations with two-dimensional arrays.

2.1.4.2 Matrix to Vector Product – Matrix to Matrix Product

A matrix can be multiplied with a vector or a matrix as long as the following

rule concerning their dimensionality/sizes holds:

)ln()nm(

That is, the first’s matrix columns equal the second’s rows. A matrix “A”

with dimensions

can be multiplied with a matrix “B” with dimensions

resulting to a matrix “C” with dimensions lm

lmnmlm

BAC

×××

×=

The above matrix “A” can be multiplied with a m

1 row vector “R1” from

left to produce a n

1 row vector “R” while “A” can be multiplied with an

n column vector “C1” to the right to produce a column vector “C” with

m dimensions:

nmmn

ARR

×××

×=

1 2 ... 41 42 43 44 45 46 47 48 49 50 51 ... 118 119

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MATLAB FINANCIAL DERIVATIVES TOOLBOX Uživatelský manuál Strana 46