MATLAB FINANCIAL DERIVATIVES TOOLBOX Manuale Utente Scaricare il pdf (Pagina 51)

To see that these two procedures lead to different results, elaborate on the

following example (search online help to see the use of the command:

l):

Matlab’s command:

>> clear; A=pascal(10); b=[5; -2; 4; 8; 1; 2; 0; -6; 2; 3];

>> x1=inv(A)*b;, x2=A\b;

>>diff=x1-x2

Matlab’s response:

diff =

-1.0328 e-006

9.0204 e-006

-3.4539 e-005

7.6293 e-005

-0.00010781

0.0001013

-6.3407 e-005

2.5521 e-005

-5.9979 e-006

6.2738 e-007

Comments:

For even moderate linear systems, the two methods (

and “\”)

lead to different solutions. If high precision is required, then the

researcher should prefer the “\”.

The most proper way for large systems is the use of “\”. See the help

facilities for details on

v and on “\”.

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MATLAB FINANCIAL DERIVATIVES TOOLBOX Manuale Utente Pagina 51