Читать книгу Numerical Methods in Computational Finance - Daniel J. Duffy - Страница 79

The main goal of this chapter is to introduce matrices: what they are and how to create and use them, as well as classifying matrices based on some of their intrinsic and computed properties. This is not a book on matrix theory, but we think that it is important to introduce matrices upfront and not to relegate them to a two-page appendix at the end of the book. We prefer to inform the reader of the prerequisites in the first part of the book rather than at the end when all the other chapters have been discussed.

We continue with this topic in Chapter 6 when we discuss the role of matrices in numerical linear algebra and their integration with finite difference schemes for ordinary differential equations.