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Numerical linear algebra with applications : using matlab / / by William Ford
| Numerical linear algebra with applications : using matlab / / by William Ford |
| Autore | Ford William H. |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | London, England : , : Academic Press, , 2015 |
| Descrizione fisica | 1 online resource (629 p.) |
| Disciplina | 512.5 |
| Soggetto topico |
Algebras, Linear - Data processing
Engineering mathematics - Data processing |
| Soggetto genere / forma | Problems and exercises. |
| ISBN | 0-12-394784-7 |
| Classificazione |
ST 601
SK 220 ST 601 M35 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Numerical Linear Algebra with Applications; Copyright; Dedication; Contents; List of Figures; List of Algorithms; Preface; Matrices; Matrix Arithmetic; Matrix Product; The Trace; MATLAB Examples; Linear Transformations; Rotations; Powers of Matrices; Nonsingular Matrices; The Matrix Transpose and Symmetric Matrices; Chapter Summary; Problems; MATLAB Problems; Linear Equations; Introduction to Linear Equations; Solving Square Linear Systems; Gaussian Elimination; Upper-Triangular Form; Systematic Solution of Linear Systems; Computing the Inverse; Homogeneous Systems
Application: A TrussApplication: Electrical Circuit; Chapter Summary; Problems; MATLAB Problems; Subspaces; Introduction; Subspaces of Rn; Linear Independence; Basis of a Subspace; The Rank of a Matrix; Chapter Summary; Problems; MATLAB Problems; Determinants; Developing the Determinant of a 2bold0mu mumu section2 and a 3bold0mu mumu section3 Matrix; Expansion by Minors; Computing a Determinant Using Row Operations; Application: Encryption; Chapter Summary; Problems; MATLAB Problems; Eigenvalues and Eigenvectors; Definitions and Examples; Selected Properties of Eigenvalues and Eigenvectors DiagonalizationPowers of Matrices; Applications; Electric Circuit; Irreducible Matrices; Ranking of Teams Using Eigenvectors; Computing Eigenvalues and Eigenvectors using MATLAB; Chapter Summary; Problems; MATLAB Problems; Orthogonal Vectors and Matrices; Introduction; The Inner Product; Orthogonal Matrices; Symmetric Matrices and Orthogonality; The L2 Inner Product; The Cauchy-Schwarz Inequality; Signal Comparison; Chapter Summary; Problems; MATLAB Problems; Vector and Matrix Norms; Vector Norms; Properties of the 2-Norm; Spherical Coordinates; Matrix Norms; The Frobenius Matrix Norm Induced Matrix NormsSubmultiplicative Matrix Norms; Computing the Matrix 2-Norm; Properties of the Matrix 2-Norm; Chapter Summary; Problems; MATLAB Problems; Floating Point Arithmetic; Integer Representation; Floating-Point Representation; Mapping from Real Numbers to Floating-Point Numbers; Floating-Point Arithmetic; Relative Error; Rounding Error Bounds; Addition; Multiplication; Matrix Operations; Minimizing Errors; Avoid Adding a Huge Number to a Small Number; Avoid Subtracting Numbers That Are Close; Chapter Summary; Problems; MATLAB Problems; Algorithms; Pseudocode Examples Inner Product of Two VectorsComputing the Frobenius Norm; Matrix Multiplication; Block Matrices; Algorithm Efficiency; Smaller Flop Count Is Not Always Better; Measuring Truncation Error; The Solution to Upper and Lower Triangular Systems; Efficiency Analysis; The Thomas Algorithm; Efficiency Analysis; Chapter Summary; Problems; MATLAB Problems; Conditioning of Problems and Stability of Algorithms; Why Do We Need Numerical Linear Algebra?; Computation Error; Forward Error; Backward Error; Algorithm Stability; Examples of Unstable Algorithms; Conditioning of a Problem Perturbation Analysis for Solving a Linear System |
| Record Nr. | UNISA-996426340803316 |
Ford William H.
|
||
| London, England : , : Academic Press, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Numerical linear algebra with applications : using matlab / / by William Ford
| Numerical linear algebra with applications : using matlab / / by William Ford |
| Autore | Ford William H. |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | London, England : , : Academic Press, , 2015 |
| Descrizione fisica | 1 online resource (629 p.) |
| Disciplina | 512.5 |
| Soggetto topico |
Algebras, Linear - Data processing
Engineering mathematics - Data processing |
| Soggetto genere / forma | Problems and exercises. |
| ISBN | 0-12-394784-7 |
| Classificazione |
ST 601
SK 220 ST 601 M35 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Numerical Linear Algebra with Applications; Copyright; Dedication; Contents; List of Figures; List of Algorithms; Preface; Matrices; Matrix Arithmetic; Matrix Product; The Trace; MATLAB Examples; Linear Transformations; Rotations; Powers of Matrices; Nonsingular Matrices; The Matrix Transpose and Symmetric Matrices; Chapter Summary; Problems; MATLAB Problems; Linear Equations; Introduction to Linear Equations; Solving Square Linear Systems; Gaussian Elimination; Upper-Triangular Form; Systematic Solution of Linear Systems; Computing the Inverse; Homogeneous Systems
Application: A TrussApplication: Electrical Circuit; Chapter Summary; Problems; MATLAB Problems; Subspaces; Introduction; Subspaces of Rn; Linear Independence; Basis of a Subspace; The Rank of a Matrix; Chapter Summary; Problems; MATLAB Problems; Determinants; Developing the Determinant of a 2bold0mu mumu section2 and a 3bold0mu mumu section3 Matrix; Expansion by Minors; Computing a Determinant Using Row Operations; Application: Encryption; Chapter Summary; Problems; MATLAB Problems; Eigenvalues and Eigenvectors; Definitions and Examples; Selected Properties of Eigenvalues and Eigenvectors DiagonalizationPowers of Matrices; Applications; Electric Circuit; Irreducible Matrices; Ranking of Teams Using Eigenvectors; Computing Eigenvalues and Eigenvectors using MATLAB; Chapter Summary; Problems; MATLAB Problems; Orthogonal Vectors and Matrices; Introduction; The Inner Product; Orthogonal Matrices; Symmetric Matrices and Orthogonality; The L2 Inner Product; The Cauchy-Schwarz Inequality; Signal Comparison; Chapter Summary; Problems; MATLAB Problems; Vector and Matrix Norms; Vector Norms; Properties of the 2-Norm; Spherical Coordinates; Matrix Norms; The Frobenius Matrix Norm Induced Matrix NormsSubmultiplicative Matrix Norms; Computing the Matrix 2-Norm; Properties of the Matrix 2-Norm; Chapter Summary; Problems; MATLAB Problems; Floating Point Arithmetic; Integer Representation; Floating-Point Representation; Mapping from Real Numbers to Floating-Point Numbers; Floating-Point Arithmetic; Relative Error; Rounding Error Bounds; Addition; Multiplication; Matrix Operations; Minimizing Errors; Avoid Adding a Huge Number to a Small Number; Avoid Subtracting Numbers That Are Close; Chapter Summary; Problems; MATLAB Problems; Algorithms; Pseudocode Examples Inner Product of Two VectorsComputing the Frobenius Norm; Matrix Multiplication; Block Matrices; Algorithm Efficiency; Smaller Flop Count Is Not Always Better; Measuring Truncation Error; The Solution to Upper and Lower Triangular Systems; Efficiency Analysis; The Thomas Algorithm; Efficiency Analysis; Chapter Summary; Problems; MATLAB Problems; Conditioning of Problems and Stability of Algorithms; Why Do We Need Numerical Linear Algebra?; Computation Error; Forward Error; Backward Error; Algorithm Stability; Examples of Unstable Algorithms; Conditioning of a Problem Perturbation Analysis for Solving a Linear System |
| Record Nr. | UNINA-9910787065203321 |
|
Ford William H.
|
||
| London, England : , : Academic Press, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Numerical linear algebra with applications : using matlab / / by William Ford
| Numerical linear algebra with applications : using matlab / / by William Ford |
| Autore | Ford William H. |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | London, England : , : Academic Press, , 2015 |
| Descrizione fisica | 1 online resource (629 p.) |
| Disciplina | 512.5 |
| Soggetto topico |
Algebras, Linear - Data processing
Engineering mathematics - Data processing |
| Soggetto genere / forma | Problems and exercises. |
| ISBN | 0-12-394784-7 |
| Classificazione |
ST 601
SK 220 ST 601 M35 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Numerical Linear Algebra with Applications; Copyright; Dedication; Contents; List of Figures; List of Algorithms; Preface; Matrices; Matrix Arithmetic; Matrix Product; The Trace; MATLAB Examples; Linear Transformations; Rotations; Powers of Matrices; Nonsingular Matrices; The Matrix Transpose and Symmetric Matrices; Chapter Summary; Problems; MATLAB Problems; Linear Equations; Introduction to Linear Equations; Solving Square Linear Systems; Gaussian Elimination; Upper-Triangular Form; Systematic Solution of Linear Systems; Computing the Inverse; Homogeneous Systems
Application: A TrussApplication: Electrical Circuit; Chapter Summary; Problems; MATLAB Problems; Subspaces; Introduction; Subspaces of Rn; Linear Independence; Basis of a Subspace; The Rank of a Matrix; Chapter Summary; Problems; MATLAB Problems; Determinants; Developing the Determinant of a 2bold0mu mumu section2 and a 3bold0mu mumu section3 Matrix; Expansion by Minors; Computing a Determinant Using Row Operations; Application: Encryption; Chapter Summary; Problems; MATLAB Problems; Eigenvalues and Eigenvectors; Definitions and Examples; Selected Properties of Eigenvalues and Eigenvectors DiagonalizationPowers of Matrices; Applications; Electric Circuit; Irreducible Matrices; Ranking of Teams Using Eigenvectors; Computing Eigenvalues and Eigenvectors using MATLAB; Chapter Summary; Problems; MATLAB Problems; Orthogonal Vectors and Matrices; Introduction; The Inner Product; Orthogonal Matrices; Symmetric Matrices and Orthogonality; The L2 Inner Product; The Cauchy-Schwarz Inequality; Signal Comparison; Chapter Summary; Problems; MATLAB Problems; Vector and Matrix Norms; Vector Norms; Properties of the 2-Norm; Spherical Coordinates; Matrix Norms; The Frobenius Matrix Norm Induced Matrix NormsSubmultiplicative Matrix Norms; Computing the Matrix 2-Norm; Properties of the Matrix 2-Norm; Chapter Summary; Problems; MATLAB Problems; Floating Point Arithmetic; Integer Representation; Floating-Point Representation; Mapping from Real Numbers to Floating-Point Numbers; Floating-Point Arithmetic; Relative Error; Rounding Error Bounds; Addition; Multiplication; Matrix Operations; Minimizing Errors; Avoid Adding a Huge Number to a Small Number; Avoid Subtracting Numbers That Are Close; Chapter Summary; Problems; MATLAB Problems; Algorithms; Pseudocode Examples Inner Product of Two VectorsComputing the Frobenius Norm; Matrix Multiplication; Block Matrices; Algorithm Efficiency; Smaller Flop Count Is Not Always Better; Measuring Truncation Error; The Solution to Upper and Lower Triangular Systems; Efficiency Analysis; The Thomas Algorithm; Efficiency Analysis; Chapter Summary; Problems; MATLAB Problems; Conditioning of Problems and Stability of Algorithms; Why Do We Need Numerical Linear Algebra?; Computation Error; Forward Error; Backward Error; Algorithm Stability; Examples of Unstable Algorithms; Conditioning of a Problem Perturbation Analysis for Solving a Linear System |
| Record Nr. | UNINA-9910824926903321 |
|
Ford William H.
|
||
| London, England : , : Academic Press, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic simulation and applications in finance with MATLAB programs [[electronic resource] /] / Huu Tue Huynh, Van Son Lai and Issouf Soumaré
| Stochastic simulation and applications in finance with MATLAB programs [[electronic resource] /] / Huu Tue Huynh, Van Son Lai and Issouf Soumaré |
| Autore | Huynh Huu Tue |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, N.J., : John Wiley & Sons, c2008 |
| Descrizione fisica | 1 online resource (356 p.) |
| Disciplina |
332.01/51923
332.0151923 |
| Altri autori (Persone) |
LaiVan Son
SoumaréIssouf |
| Collana | Wiley finance |
| Soggetto topico |
Finance - Mathematical models
Stochastic models |
| ISBN |
1-283-37237-1
9786613372376 1-118-46737-X 0-470-72213-4 |
| Classificazione |
DAT 306f
MAT 605f QP 890 ST 601 M35 WIR 160f |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Stochastic Simulation and Applications in Finance with MATLAB® Programs; Contents; Preface; 1 Introduction to Probability; 1.1 Intuitive Explanation; 1.1.1 Frequencies; 1.1.2 Number of Favorable Cases Over The Total Number of Cases; 1.2 Axiomatic Definition; 1.2.1 Random Experiment; 1.2.2 Event; 1.2.3 Algebra of Events; 1.2.4 Probability Axioms; 1.2.5 Conditional Probabilities; 1.2.6 Independent Events; 2 Introduction to Random Variables; 2.1 Random Variables; 2.1.1 Cumulative Distribution Function; 2.1.2 Probability Density Function
2.1.3 Mean, Variance and Higher Moments of a Random Variable2.1.4 Characteristic Function of a Random Variable; 2.2 Random vectors; 2.2.1 Cumulative Distribution Function of a Random Vector; 2.2.2 Probability Density Function of a Random Vector; 2.2.3 Marginal Distribution of a Random Vector; 2.2.4 Conditional Distribution of a Random Vector; 2.2.5 Mean, Variance and Higher Moments of a Random Vector; 2.2.6 Characteristic Function of a Random Vector; 2.3 Transformation of Random Variables; 2.4 Transformation of Random Vectors 2.5 Approximation of the Standard Normal Cumulative Distribution Function3 Random Sequences; 3.1 Sum of Independent Random Variables; 3.2 Law of Large Numbers; 3.3 Central Limit Theorem; 3.4 Convergence of Sequences of Random Variables; 3.4.1 Sure Convergence; 3.4.2 Almost Sure Convergence; 3.4.3 Convergence in Probability; 3.4.4 Convergence in Quadratic Mean; 4 Introduction to Computer Simulation of Random Variables; 4.1 Uniform Random Variable Generator; 4.2 Generating Discrete Random Variables; 4.2.1 Finite Discrete Random Variables 4.2.2 Infinite Discrete Random Variables: Poisson Distribution4.3 Simulation of Continuous Random Variables; 4.3.1 Cauchy Distribution; 4.3.2 Exponential Law; 4.3.3 Rayleigh Random Variable; 4.3.4 Gaussian Distribution; 4.4 Simulation of Random Vectors; 4.4.1 Case of a Two-Dimensional Random Vector; 4.4.2 Cholesky Decomposition of the Variance-Covariance Matrix; 4.4.3 Eigenvalue Decomposition of the Variance-Covariance Matrix; 4.4.4 Simulation of a Gaussian Random Vector with MATLAB; 4.5 Acceptance-Rejection Method; 4.6 Markov Chain Monte Carlo Method (MCMC) 4.6.1 Definition of a Markov Process4.6.2 Description of the MCMC Technique; 5 Foundations of Monte Carlo Simulations; 5.1 Basic Idea; 5.2 Introduction to the Concept of Precision; 5.3 Quality of Monte Carlo Simulations Results; 5.4 Improvement of the Quality of Monte Carlo Simulations or Variance Reduction Techniques; 5.4.1 Quadratic Resampling; 5.4.2 Reduction of the Number of Simulations Using Antithetic Variables; 5.4.3 Reduction of the Number of Simulations Using Control Variates; 5.4.4 Importance Sampling; 5.5 Application Cases of Random Variables Simulations 5.5.1 Application Case: Generation of Random Variables as a Function of the Number of Simulations |
| Record Nr. | UNINA-9910139741303321 |
|
Huynh Huu Tue
|
||
| Chichester, England ; ; Hoboken, N.J., : John Wiley & Sons, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic simulation and applications in finance with MATLAB programs / / Huu Tue Huynh, Van Son Lai and Issouf Soumaré
| Stochastic simulation and applications in finance with MATLAB programs / / Huu Tue Huynh, Van Son Lai and Issouf Soumaré |
| Autore | Huynh Huu Tue |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, N.J., : John Wiley & Sons, c2008 |
| Descrizione fisica | 1 online resource (356 p.) |
| Disciplina |
332.01/51923
332.0151923 |
| Altri autori (Persone) |
LaiVan Son
SoumaréIssouf |
| Collana | Wiley finance |
| Soggetto topico |
Finance - Mathematical models
Stochastic models |
| ISBN |
9786613372376
9781283372374 1283372371 9781118467374 111846737X 9780470722138 0470722134 |
| Classificazione |
DAT 306f
MAT 605f QP 890 ST 601 M35 WIR 160f |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Stochastic Simulation and Applications in Finance with MATLAB® Programs; Contents; Preface; 1 Introduction to Probability; 1.1 Intuitive Explanation; 1.1.1 Frequencies; 1.1.2 Number of Favorable Cases Over The Total Number of Cases; 1.2 Axiomatic Definition; 1.2.1 Random Experiment; 1.2.2 Event; 1.2.3 Algebra of Events; 1.2.4 Probability Axioms; 1.2.5 Conditional Probabilities; 1.2.6 Independent Events; 2 Introduction to Random Variables; 2.1 Random Variables; 2.1.1 Cumulative Distribution Function; 2.1.2 Probability Density Function
2.1.3 Mean, Variance and Higher Moments of a Random Variable2.1.4 Characteristic Function of a Random Variable; 2.2 Random vectors; 2.2.1 Cumulative Distribution Function of a Random Vector; 2.2.2 Probability Density Function of a Random Vector; 2.2.3 Marginal Distribution of a Random Vector; 2.2.4 Conditional Distribution of a Random Vector; 2.2.5 Mean, Variance and Higher Moments of a Random Vector; 2.2.6 Characteristic Function of a Random Vector; 2.3 Transformation of Random Variables; 2.4 Transformation of Random Vectors 2.5 Approximation of the Standard Normal Cumulative Distribution Function3 Random Sequences; 3.1 Sum of Independent Random Variables; 3.2 Law of Large Numbers; 3.3 Central Limit Theorem; 3.4 Convergence of Sequences of Random Variables; 3.4.1 Sure Convergence; 3.4.2 Almost Sure Convergence; 3.4.3 Convergence in Probability; 3.4.4 Convergence in Quadratic Mean; 4 Introduction to Computer Simulation of Random Variables; 4.1 Uniform Random Variable Generator; 4.2 Generating Discrete Random Variables; 4.2.1 Finite Discrete Random Variables 4.2.2 Infinite Discrete Random Variables: Poisson Distribution4.3 Simulation of Continuous Random Variables; 4.3.1 Cauchy Distribution; 4.3.2 Exponential Law; 4.3.3 Rayleigh Random Variable; 4.3.4 Gaussian Distribution; 4.4 Simulation of Random Vectors; 4.4.1 Case of a Two-Dimensional Random Vector; 4.4.2 Cholesky Decomposition of the Variance-Covariance Matrix; 4.4.3 Eigenvalue Decomposition of the Variance-Covariance Matrix; 4.4.4 Simulation of a Gaussian Random Vector with MATLAB; 4.5 Acceptance-Rejection Method; 4.6 Markov Chain Monte Carlo Method (MCMC) 4.6.1 Definition of a Markov Process4.6.2 Description of the MCMC Technique; 5 Foundations of Monte Carlo Simulations; 5.1 Basic Idea; 5.2 Introduction to the Concept of Precision; 5.3 Quality of Monte Carlo Simulations Results; 5.4 Improvement of the Quality of Monte Carlo Simulations or Variance Reduction Techniques; 5.4.1 Quadratic Resampling; 5.4.2 Reduction of the Number of Simulations Using Antithetic Variables; 5.4.3 Reduction of the Number of Simulations Using Control Variates; 5.4.4 Importance Sampling; 5.5 Application Cases of Random Variables Simulations 5.5.1 Application Case: Generation of Random Variables as a Function of the Number of Simulations |
| Record Nr. | UNINA-9910814678603321 |
|
Huynh Huu Tue
|
||
| Chichester, England ; ; Hoboken, N.J., : John Wiley & Sons, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||