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Re: ARG?

From: James Sherman Jr.
Subject: Re: ARG?
Date: Tue, 21 Jun 2011 11:11:54 -0400

The author seems to be using


to test if S is complex at any point in the array.

But if that is the case why not use isreal()?

While I am not a mind reader, one possibility is that he'd have to use something like 
arrayfun(@isreal, x)
since isreal is not an elementwise operation.  I'm not intimately familiar with isreal to know if there are any corner cases that this would prove problematic.
And I don't see how S could be complex from the code above?

S = S + r*S*dt + alphavec.* exp(r*(beta-1)*T).*S.^beta*rdt.*rndmat1(:,i);

Raises a number to the power beta, which has magnitude less than one, thus the result would be complex if an element of S is negative.

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