Saturday, October 13, 2012

要用的數學


  • Linear Algebra
線性代數,可以用矩陣表示運算過程。

高斯消去法              check
高斯約旦消去法      check


  • The Calculation Difference Between Real Number And Matrix

1. AB is not equal to BA

2. AC=BC,
    if C is not equal to 0,
    A is not equal to B.

(AB)T=BTAT
A*AT=symmetric
(AB)-1=B-1A-1

Ito's Lemma

Stochastic Method

Brownian Emotion

No comments:

Post a Comment