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Libraries: ALGLIB - Numerical Analysis Library

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Automated-Trading
Admin
99737
Automated-Trading 2012.10.12 08:49 

ALGLIB - Numerical Analysis Library:

ALGLIB math function library (v. 3.5.0) ported to MQL5. ALGLIB is one of the largest and most complete mathematical libraries

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 library is being constantly enhanced, new functions and improvements according to users' comments are implemented regularly. The latest version is 3.6.0.

Besides, the library contains the large collection of test cases covering the major part of the proposed methods' functionality. That will allow you to carry the tests and report detected errors to the project's authors.

Author: MetaQuotes

amin_mohammadi
88
amin_mohammadi 2013.12.22 13:26  

Hello,

I need to find eigenvalues of below matrix:


2   3    2

10  3   4

3    6   1


how can I apply this library on this matrix? (non-symmetric matrix)

davidhigh
4
davidhigh 2014.01.14 22:54  

Thank you very, very much for this great article and the attached code! This will surely be the main tool for my planned MQL5 codes, and prevents me from going the C++-to-DLL-to-MQL5 way.

 

Regarding the previous question: there is a function named "NonSymmetricEVD" in the linalg.mqh file, which is not referenced in the text. Simply use this routine.

 

Best, David 

davidhigh
4
davidhigh 2014.01.14 23:03  

I have a further question: the newest version of the alglib seems to be 3.8.2., whereas according to the text the ported version is 3.5.0.

 

Are there plans for updating the ported code?

 

Thanks in advance,

David 

Elmo de Moraes
662
Elmo de Moraes 2014.05.08 05:34  
The code could be updated to the last version 3.8.2
Rashid Umarov
Admin
11822
Rashid Umarov 2017.03.10 11:28  
Automatically generated CHM-help for ALGLIB
Files:
ALGLIB.zip 4934 kb
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