Difficulty with creating a basic matrix in C++

Question

I'm sorry this is an extremely easy question for you guys however since I have no one I can talk to about it I thought I should ask it here. I've only been learning C++ for a few days now from a book and I am trying to define matrix elements through two loops for the matrix "Smat" as given in the code below. For each 'k' rows and 'j' columns I want the value "Stemp" to be put into the matrix value "Smat[k][j]". However, when I run the code below the code only uses k = 0 and ignores k = 1, k = 2, etc. (it does manage to go through all the j values thankfully). If someone can tell me where I went wrong I'd really appreciate it. This question is very trivial but unfortunately there's no one I can talk to about it in real life with. Thanks in advance.

unsigned long int j = 1;
unsigned long double M = pow(2, 8);
double T = 1;
double dW;
double dt = T / M;
double Smat[100][256]; // Define rows/cols of Smat
double sigma;
double c = -2;
double mu = 2;
double Stemp = S_0;
double theta = 0.01;

for (int k = 0; k < 100; k++) {
    Stemp = S_0;
    Smat[k][0] = Stemp; // All first rows of Smat start with S_0 value

    for (j = 1; j < M; j++) {
        double nrv = normaldist();
        dW = sqrt(dt)*nrv;
        sigma = sigatm + c /(max(sqrt(T), theta))* log(Stemp / S_0);
        Stemp = Stemp + Stemp*mu*dt + Stemp*sigma*dW;
        Smat[k][j] = Stemp;
        }
}

Sam Varshavchik · Accepted Answer · 2016-03-19 23:25:16Z

2

for (j; j < M; j++) {

This loop fails to initialize j. On the first outer loop, j still has the initial value of 1, that it was initially assigned; but on the second outer loop, j will still be equal to M, from the last iteration, and the inner loop won't iterate at all.

edited Mar 19, 2016 at 23:25

answered Mar 19, 2016 at 23:21

Sam Varshavchik

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2 Comments

Sam Varshavchik Over a year ago

Although I initially misread the code, this is still a problem, so I updated the explanation.

ThePlowKing Over a year ago

Thanks, I've changed it now. And the code works! Thanks heaps for that!

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