Читать книгу Numerical Methods in Computational Finance - Daniel J. Duffy - Страница 92

A matrix A is non-negative (written ) if all its elements are real and non-negative. A matrix A is greater than a matrix B if is positive. These kinds of matrices have many applications, for example Markov chains and stochastic matrix theory. They are also relevant when we construct monotone finite difference schemes and M-matrices to approximate the solution of differential equations, as we shall see later in this book.