MQL5 ReferenceMatrix and Vector MethodsInitialization

Initialization

There are several ways to declare and initialize matrices and vectors.

Function	Action
Assign	Copies a matrix, vector or array with auto cast
CopyIndicatorBuffer	Get the data of the specified indicator buffer in the specified quantity to a vector
CopyRates	Gets the historical series of the MqlRates structure of the specified symbol-period in the specified amount into a matrix or vector
CopyTicks	Get ticks from an MqlTick structure into a matrix or a vector
CopyTicksRange	Get ticks from an MqlTick structure into a matrix or a vector within the specified date range
Eye	Return a matrix with ones on the diagonal and zeros elsewhere
Identity	Create an identity matrix of the specified size
Ones	Create and return a new matrix filled with ones
Zeros	Create and return a new matrix filled with zeros
Full	Create and return a new matrix filled with given value
Tri	Construct a matrix with ones at and below the given diagonal and zeros elsewhere
Init	Initialize a matrix or a vector
Fill	Fill an existing matrix or vector with the specified value

Declaration without specifying the size (no memory allocation for the data):

  matrix         matrix_a;   // double type matrix
  matrix<double> matrix_a1;  // another way to declare a double matrix; can be used in templates
  matrixf        matrix_a2;  // float matrix
  matrix<float>  matrix_a3;  // float matrix
  vector         vector_a;   // double vector
  vector<double> vector_a1;
  vectorf        vector_a2;  // float vector
  vector<float>  vector_a3;

Declaration with the specified size (with memory allocation for the data, but without any initialization):

  matrix         matrix_a(128,128);           // the parameters can be either constants
  matrix<double> matrix_a1(InpRows,InpCols);  // or variables
  matrixf        matrix_a2(1,128);            // analog of a horizontal vector
  matrix<float>  matrix_a3(InpRows,1);        // analog of a vertical vector
  vector         vector_a(256);
  vector<double> vector_a1(InpSize);
  vectorf        vector_a2(SomeFunc());       // function SomeFunc returns a number of type ulong, which is used to set the vector size
  vector<float>  vector_a3(InpSize+16);       // expression can be used as a parameter

Declaration with initialization (matrix and vector sizes are determined by the initializing sequence):

  matrix         matrix_a={{0.1,0.2,0.3},{0.4,0.5,0.6}};
  matrix<double> matrix_a1=matrix_a;                      // must be matrices of the same type
  matrixf        matrix_a2={{1,0,0},{0,1,0},{0,0,1}};
  matrix<float>  matrix_a3={{1,2},{3,4}};
  vector         vector_a={-5,-4,-3,-2,-1,0,1,2,3,4,5};
  vector<double> vector_a1={1,5,2.4,3.3};
  vectorf        vector_a2={0,1,2,3};
  vector<float>  vector_a3=vector_a2;                     // must be vectors of the same type

Declaration with initialization:

template<typename T>
void MatrixArange(matrix<T> &mat,T value=0.0,T step=1.0)
  {
   for(ulong i=0; i<mat.Rows(); i++)
     {
      for(ulong j=0; j<mat.Cols(); j++,value+=step)
         mat[i][j]=value;
     }
  }
template<typename T>
void VectorArange(vector<T> &vec,T value=0.0,T step=1.0)
  {
   for(ulong i=0; i<vec.Size(); i++,value+=step)
      vec[i]=value;
  }
...

  matrix  matrix_a(size_m,size_k,MatrixArange,-M_PI,0.1); // first an uninitialized matrix sized size_m x size_k is created, then function MatrixArange with the parameters specified at initialization is called
  matrixf matrix_a1(10,20,MatrixArange);                  // after creating the matrix, function MatrixArange with default parameters is called
  vector  vector_a(size,VectorArange,-10.0);              // after creating the vector, function VectorArange with one parameter is called while the second parameter is default
  vectorf vector_a1(128,VectorArange);

Please note that the matrix or vector dimensions can be changed, since the memory for data is always dynamic.

Static methods

Static methods for creating matrices and vectors of the specified size, initialized in a certain way:

  matrix         matrix_a =matrix::Eye(4,5,1);
  matrix<double> matrix_a1=matrix::Full(3,4,M_PI);
  matrixf        matrix_a2=matrixf::Identity(5,5);
  matrixf<float> matrix_a3=matrixf::Ones(5,5);
  matrix         matrix_a4=matrix::Tri(4,5,-1);
  vector         vector_a =vector::Ones(256);
  vectorf        vector_a1=vector<float>::Zeros(16);
  vector<float>  vector_a2=vectorf::Full(128,float_value);

Methods for initializing already created matrices and vectors:

  matrix  matrix_a;
  matrix_a.Init(size_m,size_k,MatrixArange,-M_PI,0.1);
  matrixf matrix_a1(3,4);
  matrix_a1.Init(10,20,MatrixArange);
  vector  vector_a;
  vector_a.Init(128,VectorArange);
  vectorf vector_a1(10);
  vector_a1.Init(vector_size,VectorArange,start_value,step);

  matrix_a.Fill(double_value);
  vector_a1.Fill(FLT_MIN);
  matrix_a1.Identity();

Enumerations

Assign