Lambdia

Linear algebra

5 articles
MatrixDeterminantSystem of linear equationsVector spaceLinear transformationEigenvalues and eigenvectorsInner product spaceOrthogonalityDiagonalizationSingular value decompositionAbsolutely convex setAntilinear mapAntiunitary operatorAsymmetric normBasis functionBasis linear algebraBasis vectorBra ket notationCanonical basisCauchy schwarz inequalityChange of basisControlled invariant subspaceConvex coneCoordinate vectorCovectorCramers ruleCyclic subspaceCyclic vectorDelta operatorDimensionDimension theorem for vector spacesDimension vector spaceDot productDual basisDual normDual spaceEuclidean normEuclidean vectorEuclidean vector spaceExamples of vector spacesFlag linear algebraFrame linear algebraFredholm alternativeFredholms theoremGrobner basisHamel basisHamel dimensionHomogeneous linear equationHyperplaneIndependent equationInner productInvariant convex coneK frameKernel linear algebraLinear combinationLinear dependenceLinear formLinear functionLinear functionalLinear independenceLinear inequalityLinear mapLinear spanLinear subspaceNormNormal basisNormed vector spaceNullspace propertyOrientation of a vector bundleOrientation vector spaceOrthantOrthogonal basisOrthogonal complementOrthogonal procrustes problemOrthogonal projectionOrthogonal transformationOrthogonalizationOrthonormal basisOrthonormal function systemOrthonormalityOvercompletenessOverdetermined systemParallel operatorPartial tracePredualPrehomogeneous vector spaceProjection linear algebraProjectivizationQuasinormQuotient space linear algebraRadial setReducing subspaceRotas basis conjectureScalarScalar multiplicationSemilinear mapSeminormSpherical basisStandard basisSublinear functionSymmetric setSymplectic vector spaceTotal setUnderdetermined systemUnit vectorUnitary transformationVector mathematics and physicsZero vectorAbsolute neighbourhood extensorAffine tensorAnti eigenvalueBanach jordan algebraBanach jordan pairBilinear differentialBilinear functionalBilinear integral formBilinear mappingBimatrix gameBivector spaceBochner curvature tensorComplete problem of eigen valuesComplexificationContraction of a tensorContravariant tensorCovariant tensorCurvature tensorDarboux tensorDeformation tensorDegenerate matrixDeterminant varietyDeviatoric tensorDirac matricesDiscriminant tensorEigen functionEigen oscillationEigen valueEigen values of differential operators numerical methodsEigen values of integral operators numerical methodsEigen vectorEquivalent matrixFractional linear mappingFredholm eigenvalue of a jordan curveFrobenius matrix normGram determinantInformation matrixJacobi matrixJordan criterionJordan decompositionJordan dedekind latticeJordan dedekind propertyJordan dedekind spaceJordan k rolyJordan lemmaJordan measureJordan theoremJordan totient functionJordan triple systemKnots and links quadratic forms ofMatrix elementMatrix factorization methodMatrix gameMatrix of transition probabilitiesMatrix summation methodMatrix tree theoremMatrix variate elliptically contoured distributionMatrix vi te theoremMeasure in a topological vector spaceMinimal polynomialMonomial matrixMoore determinantMultilinear mappingNeumann eigenvalueNon derogatory matrixNon singular matrixNuclear bilinear formOscillating matrixPartial problem of eigen valuesPartially specified matrices completion ofPseudo quadratic formPseudo tensorQuadratic forms reduction ofQuaternary quadratic formRegression matrixRicci tensorRiemann christoffel tensorRiemann tensorSchur determinant lemmaSchur stability of polynomials and matricesSemi linear mappingSemi simple matrixSimilar matrixSkew symmetric bilinear formSkew symmetric tensorSpherical matrix distributionStress tensorSubmatrixSymmetric tensorTensor on a vector spaceTits quadratic formTransposed matrixVandermonde determinantWilliamson matricesEigenspaces

Twenty-Four Per Cent Minus Twice the Floating Rate Is Three Ordinary Swaps

A pays the floating rate L and receives 24 per cent minus 2L, which nets to 24 minus 3L and factors as three times 8 minus L: three vanilla swaps at eight per cent, so the fixed rate was never the twenty-four printed on the deal. Reading it as twenty-four is a 48-point error at a floating rate of twenty-four. The article also carries the version that does need a model, where a floor on the inverse leg adds two caplets struck at twelve and the factorisation fails.

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Slide It, Stretch It, and the Correlation Does Not Move

A shift leaves every deviation from the mean untouched, and a stretch multiplies the covariance and one standard deviation by the same factor, so both cancel out of the ratio. The tempting answer of five times rho is worse than wrong: at rho = 0.40 it names 2.0, which Cauchy-Schwarz forbids any correlation from reaching. The article carries the general affine rule, the sign flip a negative factor produces, and the curved maps the invariance does not survive.

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Two Stocks at 0.7 With the Same Index, and Still −0.02 With Each Other

The two correlations you are handed do not pin the third one down, but they fence it into exactly [−1/50, 1], and that interval dips below zero. The fence falls out of a 3×3 determinant read as a quadratic in the unknown, and out of a picture: 0.7 is an angle of 45.573°, both stocks live on a cone of that half-angle around the index, and putting them on opposite sides opens 91.146° between them. Also here: why the real tipping point is ab ≥ 0 together with a² + b² ≥ 1 rather than "both above 0.707", why 0.9 and 0.5 force a positive answer while 0.9 and −0.9 allow −1, why standing on the floor costs a rank, and why three Bernoulli(0.5) indicators with the same two correlations are confined to [0.40, 1] instead.

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GeometryLicenceAnalyse11 min

A Mirror Reverses One Axis, and It Is Not Left or Right

Raise your right hand at a mirror and the reflected hand stays on the same side of the room, which means the usual question has a false premise. A plane mirror is the matrix diag(1, 1, -1): it fixes both axes lying in the glass and reverses only the direction you look along. Its determinant is -1, so no rotation reproduces it, and the sideways flip everyone reports belongs to the half turn you perform in your head.

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