Texas Instruments NS/CLM/1L1/B Reference Guide - Page 31

to an annual effective rate, given

Page 31 highlights

E e^() e^(Value1) ⇒ value Returns e raised to the Value1 power. Note: See also e exponent template, page 1. u Note: Pressing to display e^( is different from pressing the E character on the keyboard. You can enter a complex number in rei q polar form. However, use this form in Radian angle mode only; it causes a Domain error in Degree or Gradian angle mode. e^(List1) ⇒ list Returns e raised to the power of each element in List1. e^(squareMatrix1) ⇒ squareMatrix Returns the matrix exponential of squareMatrix1. This is not the same as calculating e raised to the power of each element. For information about the calculation method, refer to cos(). squareMatrix1 must be diagonalizable. The result always contains floating-point numbers. u key eff( ) eff(nominalRate,CpY) ⇒ value Financial function that converts the nominal interest rate nominalRate to an annual effective rate, given CpY as the number of compounding periods per year. nominalRate must be a real number, and CpY must be a real number > 0. Note: See also nom(), page 53. Catalog > eigVc( ) Catalog > eigVc(squareMatrix) ⇒ matrix In Rectangular Complex Format: Returns a matrix containing the eigenvectors for a real or complex squareMatrix, where each column in the result corresponds to an eigenvalue. Note that an eigenvector is not unique; it may be scaled by any constant factor. The eigenvectors are normalized, meaning that if V = [x1, x2, ... , xn], then: x 2 1 + x22 + ... + xn2 = 1 squareMatrix is first balanced with similarity transformations until the row and column norms are as close to the same value as possible. The squareMatrix is then reduced to upper Hessenberg form and the eigenvectors are computed via a Schur factorization. £ ¡ ¢ To see the entire result, press and then use and to move the cursor. TI-Nspire™ Reference Guide 25

  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • 12
  • 13
  • 14
  • 15
  • 16
  • 17
  • 18
  • 19
  • 20
  • 21
  • 22
  • 23
  • 24
  • 25
  • 26
  • 27
  • 28
  • 29
  • 30
  • 31
  • 32
  • 33
  • 34
  • 35
  • 36
  • 37
  • 38
  • 39
  • 40
  • 41
  • 42
  • 43
  • 44
  • 45
  • 46
  • 47
  • 48
  • 49
  • 50
  • 51
  • 52
  • 53
  • 54
  • 55
  • 56
  • 57
  • 58
  • 59
  • 60
  • 61
  • 62
  • 63
  • 64
  • 65
  • 66
  • 67
  • 68
  • 69
  • 70
  • 71
  • 72
  • 73
  • 74
  • 75
  • 76
  • 77
  • 78
  • 79
  • 80
  • 81
  • 82
  • 83
  • 84
  • 85
  • 86
  • 87
  • 88
  • 89
  • 90
  • 91
  • 92
  • 93
  • 94
  • 95
  • 96
  • 97
  • 98
  • 99
  • 100
  • 101
  • 102
  • 103
  • 104
  • 105
  • 106
  • 107
  • 108
  • 109
  • 110
  • 111
  • 112
  • 113
  • 114
  • 115
  • 116
  • 117
  • 118
  • 119
  • 120
  • 121
  • 122
  • 123
  • 124
  • 125
  • 126
  • 127
  • 128
  • 129
  • 130

TI-Nspire™ Reference Guide
25
E
e
^()
u
key
e
^(
Value1
)
value
Returns
e
raised to the
Value1
power.
Note:
See also
e
exponent template
, page 1.
Note:
Pressing
u
to display
e
^( is different from pressing the
character
E
on the keyboard.
You can enter a complex number in re
i
q
polar form. However, use this
form in Radian angle mode only; it causes a Domain error in Degree
or Gradian angle mode.
e
^(
List1
)
list
Returns
e
raised to the power of each element in
List1
.
e
^(
squareMatrix1
)
squareMatrix
Returns the matrix exponential of
squareMatrix1
. This is not the
same as calculating e raised to the power of each element. For
information about the calculation method, refer to
cos()
.
squareMatrix1
must be diagonalizable. The result always contains
floating-point numbers.
eff()
Catalog >
eff(
nominalRate,CpY
)
value
Financial function that converts the nominal interest rate
nominalRate
to an annual effective rate, given
CpY
as the number of
compounding periods per year.
nominalRate
must be a real number, and
CpY
must be a real number
> 0.
Note:
See also
nom()
, page 53.
eigVc()
Catalog >
eigVc(
squareMatrix
)
matrix
Returns a matrix containing the eigenvectors for a real or complex
squareMatrix
, where each column in the result corresponds to an
eigenvalue. Note that an eigenvector is not unique; it may be scaled
by any constant factor. The eigenvectors are normalized, meaning
that if V = [x
1
, x
2
, … , x
n
], then:
x
1
2
+x
2
2
+ … + x
n
2
= 1
squareMatrix
is first balanced with similarity transformations until
the row and column norms are as close to the same value as possible.
The
squareMatrix
is then reduced to upper Hessenberg form and the
eigenvectors are computed via a Schur factorization.
In Rectangular Complex Format:
To see the entire result, press
£
and then use
¡
and
¢
to
move the cursor.