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New article LibMatrix: Library of Matrix Algebra (Part One) has been published:
Application of various branches of mathematics is essential in writing complex automated trading systems. One of such branches is linear algebra.
There are currently no extensive publicly available libraries in MQL4 that implement various methods of linear algebra (particularly, the theory of matrices and determinants).
This article describes the LibMatrix library in MQL4 that includes the implementation of the most common matrix operations.
Author: lea