Читать книгу Numerical Methods in Computational Finance - Daniel J. Duffy - Страница 87

In this section we classify matrices based on some fundamental (computed) property. These properties are used in various areas of numerical analysis and its applications. It is then a useful reference to group them as we do here. In general, matrices can have real or complex values. In the latter case we recall complex conjugation:

In many cases we are concerned with square matrices with real values.