MATLAB FINANCIAL DERIVATIVES TOOLBOX Bedienungsanleitung PDF herunterladen (Seite 33)

The inner product is defined as the linear combination:

∑

uwu

The following depicts some examples with inner products.

Matlab’s command:

>> w=[1 0 2 -1]; u=[2; 4; -2; 0.5];

>> prod1=w*u, prod2=(2+w)*(u/2), prod3=w*w', prod4=w*u*w*u

Matlab’s response:

prod1 =

-2.5

prod2 =

3.25

prod3 =

prod4 =

6.25

Comments:

Producing the inner product of various operations. For example

1 is computed as:

1=(1*2)+(0*4)+(2*(-2))+((-1)*0.5)=-2.5.

2.1.4.2 Dot Product

The dot product involves the multiplication of two similar vectors (to be

either column or row vectors with same length) element-by-element. With

the dot product, a new vector is created. The dot product between the row

vectors w

and

(where the superscript

represents the transpose symbol)

is another row vector with the following form:

]uw...,,uw,uw[u

222211

1 2 ... 28 29 30 31 32 33 34 35 36 37 38 ... 118 119

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MATLAB FINANCIAL DERIVATIVES TOOLBOX Bedienungsanleitung Seite 33