Do you need to make a fast Fourier transform or to solve a differential equation system? Do you perform a complex data analysis trying to gather all methods in one place as a source code? Then ALGLIB library of numerical methods is for you! ALGLIB is currently one of the best libraries of the multi-language algorithms. Below are ALGLIB features...
Unit test script files
---Fuzzy Pass
---Generic Pass
---Stat pass
---ALGLIB Failed
------------ TestClasses -pass, Live update /same with en/code/1146
------------ TestInterfaces -failed Live Update /same with en/code/1146
------------ UseAlglib -failed from en/code/1146 only
2020.07.24 14:30:54.151 TestInterfaces_FFT (EURUSD,M5) CAp::Assert CFastFourierTransform::FFTC1D: A contains infinite or NAN values!
2020.07.24 14:32:05.930 UseAlglib (EURUSD,M5) Error calculating the linear regression coefficients: -1
No Matter use ALGLIB from https://www.mql5.com/en/code/1146 or use ALGLIB from Ver2542,Ver2543 --(difference in bitconvert, arrayresize)
Test Env :
OS: Win10 64x
CPU: Ryzen5 3500U