Introduction Ao Matlab
Introduction Ao Matlab
Outline:
What is Matlab?
Matlab Screen
Variables, array, matrix, indexing
Operators (Arithmetic, relational, logical )
Display Facilities
Flow Control
Using of M-File
Writing User Defined Functions
Conclusion
What is Matlab?
High Level
Languages such as
C, Pascal etc.
Assembly
Free Clones
Octave
Scilab
Matlab Screen
Command Window
type commands
Current Directory
Variables
Getting help
>> help
>> helpwin
>> lookfor
>>CTR C
lookfor
lookfor scholes
scholes
BLSLAMBDA
BLSLAMBDA Black-Scholes
Black-Scholes elasticity.
elasticity.
BLSPRICE
Black-Scholes
put
BLSPRICE Black-Scholes put and
and call
call pricing.
pricing.
BLSRHO
BLSRHO Black-Scholes
Black-Scholes sensitivity
sensitivity to
to interest
interest rate
rate change.
change.
....
....
help
help blsprice
blsprice
BLSPRICE
BLSPRICE Black-Scholes
Black-Scholes put
put and
and call
call pricing.
pricing.
[CALL,PUT]
[CALL,PUT] == BLSPRICE(SO,X,R,T,SIG,Q)
BLSPRICE(SO,X,R,T,SIG,Q) returns
returns the
the value
value of
of
call
call and
and put
put options
options using
using the
the Black-Scholes
Black-Scholes pricing
pricing formula.SO
formula.SO is
is
the
current
asset
price,
X
is
the
exercise
price,
R
is
the
riskthe current asset price, X is the exercise price, R is the riskfree
free
....
....
Array, Matrix
a vector
x = [1 2 5 1]
x =
1
a matrix
x = [1 2 3; 5 1 4; 3 2 -1]
x =
1
5
3
transpose
2
1
2
3
4
-1
y = x
y =
1
2
5
1
t =1:10
t =
k =2:-0.5:-1
k =
1.5
0.5
-0.5
= [1:4; 5:8]
x =
1
5
2
6
3
7
4
8
-1
10
ones(M,N)
rand(M,N)
x = zeros(1,3)
x =
0
0
0
x = ones(1,3)
x =
1
1
1
x = rand(1,3)
x =
0.9501 0.2311 0.6068
Matrix Index
Given:
A(-2), A(0)
Error: ??? Subscript indices must either be real positive integers or logicals.
A(4,2)
Error: ??? Index exceeds matrix dimensions.
Concatenation of Matrices
B = [x ; y]
1 2
4 5
C = [x y ;z]
Error:
??? Error using ==> vertcat CAT arguments dimensions are not consistent.
Operators (arithmetic)
+
*
/
^
addition
subtraction
multiplication
division
power
complex conjugate transpose
Matrices Operations
Given A and B:
Addition
Subtraction
Product
Transpose
Operators
Element by Element
.* element-by-element multiplication
./ element-by-element division
.^ element-by-element power
FIND fuction
X = [1 0 4 -3 0 0 0 8 6];
find(X > 2)
ans =
3
x = A(1,:)
x=
y = A(:,3)
y=
1 2 3
3 4 -1
b = x .* y
c=x./y
d = x .^2
b=
c=
0.33 0.5 -3
d=
3 8 -3
K= x^2
Erorr:
??? Error using ==> mpower Matrix must be square.
B=x*y
Erorr:
??? Error using ==> mtimes Inner matrix dimensions must agree.
Math Functions
>>y=sin(x);
0.4
0.2
0
-0.2
-0.4
-0.6
-0.8
-1
10
20
30
40
50
60
70
80
90
100
>>plot(y2)
0.6
0.5
0.4
0.3
0.2
0.1
0
-0.1
-0.2
-0.3
10
20
30
40
50
60
70
80
90
100
Display Facilities
0.7
0.6
plot(.)
0.5
0.4
0.3
Example:
>>x=linspace(0,4*pi,100);
>>y=sin(x);
>>plot(y)
>>plot(x,y)
stem(.)
0.2
0.1
0
-0.1
-0.2
-0.3
10
20
30
40
50
60
70
80
90
100
10
20
30
40
50
60
70
80
90
100
0.7
0.6
0.5
0.4
0.3
Example:
>>stem(y)
>>stem(x,y)
0.2
0.1
0
-0.1
-0.2
-0.3
Display Facilities
title(.)
This is the sinus function
1
0.8
xlabel(.)
0.6
0.4
ylabel(.)
0.2
sin(x)
>>xlabel(x (secs))
0
-0.2
-0.4
-0.6
>>ylabel(sin(x))
-0.8
-1
10
20
30
40
50
60
x (secs)
70
80
90
100
Display Facilities
subplot(2,2,2)
subplot(2,2,2)
...
...
subplot(2,2,3)
subplot(2,2,3)
...
...
subplot(2,2,4)
subplot(2,2,4)
...
...
SEMILOGY
log Y
linear X
SEMILOGX
log X
linear Y
PLOTYY
2 sets of
linear axes
other_axes
blsprice(gs,k,r,gt,0.3);
blsprice(gs,k,r,gt,0.3);
surf(t,s,call)
surf(t,s,call)
xlabel('Time
xlabel('Time to
to Maturity')
Maturity')
ylabel('Spot
ylabel('Spot Price);
Price);
surface_ex
surf_3d
spec_plots
== Equal to
~= Not equal to
< Strictly smaller
> Strictly greater
<= Smaller than or equal to
>= Greater than equal to
& And operator
| Or operator
Flow Control
if
for
while
break
.
Control Structures
If Statement Syntax
if (Condition_1)
Matlab Commands
elseif (Condition_2)
Matlab Commands
elseif (Condition_3)
Matlab Commands
else
Matlab Commands
end
Control Structures
Some Dummy Examples
for i=Index_Array
Matlab Commands
end
for i=1:100
Some Matlab Commands;
end
for j=1:3:200
Some Matlab Commands;
end
for m=13:-0.2:-21
Some Matlab Commands;
end
for k=[0.1 0.3 -13 12 7 -9.3]
Some Matlab Commands;
end
Control Structures
while (condition)
Matlab Commands
end
Dummy Example
while ((a>3) & (b==5))
Some Matlab Commands;
end
Use of M-File
Click to create
a new M-File
Extension .m
A text file containing script or function or program to run
Use of M-File
Use of M-File
Examples
Write a function : out=squarer (A, ind)
Which takes the square of the input matrix if the input
indicator is equal to 1
And takes the element by element square of the input
matrix if the input indicator is equal to 2
Same Name
Another function which takes an input array and returns the sum and product
of its elements as outputs
Notes:
Complex Numbers
Another function which takes an input array and returns the sum and product
of its elements as outputs
z = 2+1.5*j, real(z)
to get the result
z=
2.000+1.500i
ans =
2
Variables
String Arrays:
string_array
1x9 vector
String Arrays:
Using [ ] operator:
Each row must be
same length
Row separator:
semicolon (;)
Column separator:
space / comma (,)
str
str ='Hi
='Hi there,';
there,';
str1='Everyone!';
str1='Everyone!';
1x9 vectors
new_str=[str,
new_str=[str, '' ',
', str1]
str1]
new_str
new_str ==
vectors
1x19 vector
Hi
Hi there,
there, Everyone!
Everyone!
str2
str2 == 'Isn''t
'Isn''t MATLAB
MATLAB great?';
great?';
new_str2=[new_str;
new_str2=[new_str; str2]
str2]
new_str2
new_str2 ==
Hi
Hi there,
there, Everyone!
Everyone!
2x19 matrix
Isn't
MATLAB
great?
Isn't MATLAB great?
STRVCAT
STR2MAT
string_cat
new_str3
new_str3 == strvcat(str,
strvcat(str, str2)
str2)
new_str3
new_str3 ==
Hi
2x19 matrix
Hi there,
there,
Isn't
(zero padded)
Isn't MATLAB
MATLAB great?
great?
String Arrays:
String Comparisons
STRCMP - compare whole strings
STRNCMP - compare first N characters
FINDSTR - finds substring within a larger
string
- comma-separated ASCII
- general ASCII delimited
- read formatted data
fid
fid == fopen('magic5.txt',
fopen('magic5.txt', 'wt');
'wt');
fprintf(fid,
fprintf(fid, '%s\n',
'%s\n', 'This
'This is
is aa magic
magic matrix');
matrix');
fprintf(fid,
fprintf(fid, '%i\t%i\t%i\t%i\t%i\n',
'%i\t%i\t%i\t%i\t%i\n', magic(5));
magic(5));
fclose(fid);
fclose(fid);
10
12
19
21
3
11
18
25
2
9
fid=fopen('magic5.txt', 'rt');
'rt');
Reading data from text file: fid=fopen('magic5.txt',
help fprintf
title
title == fgetl(fid);
fgetl(fid);
[data,count]=fscanf(fid,
[data,count]=fscanf(fid, '%i');
'%i');
data
data == reshape(data,
reshape(data, 5,
5, 5);
5);
fclose(fid);
fclose(fid);
Questions
Thank You