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Matrix operations library - library for MetaTrader 5
- Views:
- 5109
- Rating:
- Published:
- 2011.10.28 12:56
- Updated:
- 2016.11.22 07:32
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The library provides simple matrix operations: addition, subtraction, multiplication, inversion.
The matrix.mqh must be placed to terminal_data_folder/MQL5/Include/.
Simple example:
Find the inverted matrix for matrix: F3=((F1+F2)*F2)/10-F2.
F1 and F2 are 3х3 matricies.
#include <Matrix.mqh> //+------------------------------------------------------------------+ //| Script program start function | //+------------------------------------------------------------------+ void OnStart() { //--- CMatrix *F1; CMatrix *F2; CMatrix *F3; F1=new CMatrix(3,3); F2=new CMatrix(3,3); F3=new CMatrix(3,3); El(F1,0,0)=1; El(F1,0,1)=4; El(F1,0,2)=-2; El(F1,1,0)=-3; El(F1,1,1)=2; El(F1,1,2)=2; El(F1,2,0)=1; El(F1,2,1)=0; El(F1,2,2)=-2; El(F2,0,0)=2; El(F2,0,1)=2; El(F2,0,2)=-3; El(F2,1,0)=-1; El(F2,1,1)=1; El(F2,1,2)=7; El(F2,2,0)=3; El(F2,2,1)=2; El(F2,2,2)=10; F3.Add(F1,F2); // F3=F1+F2 F3.Mul(F2); // F3=F3*F2 F3.Mul(1./10); // F3=F3/10 F3.Sub(F2); // F3=F3-F2 double det=F3.Inv(); // Invert F3 printf("det=%5.3f F3[2,2]=%5.3f",det,El(F3,2,2)); delete F1; delete F2; delete F3; }
Experts log output:
det=6.624 F3[2,2]=0.548
Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/601
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