Advanced Search

Question: Transition Matrix

Question:Transition Matrix

q41b3 20 Maple
matrix syntax
May 29 2019
1

The code is from the book(SDE). I think P.n := evalm( P.(n-1)&*P0) causes the problem. I have never seen this kind of the structure before ( I did some coding with C and Java). Could you explain that? P0, P1, P2,,,, using for n from 1 to 10. Is "." between P and n the dot (period)? Thank you in advance.

> 

restart
> 

N := 2; A := -N; B := N
> 

q := .3; p := .5; sa := .9; sb := .1; r := 1-p-q
> 

with(linalg)
> 

dimP := 2*N+1
> 

P := matrix(dimP, dimP, [`$`(0, dimP*dimP)])
> 

P[1, 1] := sa; P[1, 2] := 1-sa; P[dimP, dimP] := sb; P[dimP, dimP-1] := 1-sb
> 

for i from 2 to dimP-1 do P[i, i-1] := q; P[i, i] := r; P[i, i+1] := p end do
> 

P0 := P
> 

for n to 10 do P.n := evalm(`&*`(P.(n-1), P0)) end do
> 

print(P10)

P10

 (1)
> 

``


 

Download TransitionMatix.mw
Please Wait...