[Matrix-SIG] Fibonnaci
Yoon, Hoon (CICG - NY Program Trading)
HYoon@exchange.ml.com
Tue, 25 May 1999 15:30:52 -0400
Hi,
Iam trying to do Fibonnaci numbers. Obviously I am trying to raise the
base matrix x to some power p, but I don't know how to do it in one step. I
would like to call something like x^34.
x =
array([[ 1., 1.],
[ 1., 0.]],'f')
>>> x*x
array([[ 1., 1.],
[ 1., 0.]],'f')
>>> matrixmultiply(x,x)
array([[ 2., 1.],
[ 1., 1.]],'f')
>>> matrixmultiply(x,matrixmultiply(x,x))
array([[ 3., 2.],
[ 2., 1.]],'f')
>>> matrixmultiply(x,matrixmultiply(x,matrixmultiply(x,x)))
array([[ 5., 3.],
[ 3., 2.]],'f')
>>> power(x, 3)
array([[ 1., 1.],
[ 1., 0.]])
>>> power.outer(x,3)
array([[ 1., 1.],
[ 1., 0.]])
Thanks much,
P.S: Does anyone have Markov Chains in NumPy?
**************************************************************
S. Hoon Yoon (Quant) Merrill Lynch
Equity Trading
yelled@yahoo.com hoon@bigfoot.com(w)
"Miracle is always only few standard deviations away, but so is
catastrophe."
* Expressed opinions are often my own, but NOT my employer's.
"I feel like a fugitive from the law of averages." Mauldin
**************************************************************