“OjAlgo”的意思、由来-开放百科全书

词条

OjAlgo

释义

Capabilities
Usage Example
References

{{Infobox software
| author = Anders Peterson
| operating system = Cross-platform
| latest_release_version = v44.0
| latest_release_date = {{release date|2017|09|27}}
| genre = Library
| license = MIT License
| website = {{url|http://ojalgo.org/}}
}}

oj! Algorithms or ojAlgo, is open source Java library for mathematics,^[1]^[2] linear algebra and optimisation. It was first released in 2003 and is 100% pure Java source code and free from external dependencies. Its feature set make it particularly suitable for use within the financial domain.

Capabilities

Linear Algebra in Java
- "high performance" multi-threaded feature-complete linear algebra package.
Optimisation (mathematical programming) including LP, QP and MIP solvers.
Finance related code (certainly usable in other areas as well):
- Extensive set of tools to work with time series - CalendarDateSeries, CoordinationSet & PrimitiveTimeSeries.
- Random numbers and stochastic processes - even multi-dimensional such - and the ability to drive these to do things like Monte Carlo simulations.
- A collection of Modern Portfolio Theory related classes - FinancePortfolio and its subclasses the Markowitz and Black-Litterman model implementations.
- Ability to download data from Yahoo Finance and Google Finance.

It requires Java 8 since version v38. As of version 44.0, the finance specific code has been moved to its own project/module named ojAlgo-finance.

Usage Example

Example of Singular Value Decomposition (SVD):

SingularValue svd = SingularValueDecomposition.make(matA);

svd.compute(matA);

MatrixStore U = svd.getQ1();

MatrixStore S = svd.getD();

MatrixStore V = svd.getQ2();

Example of matrix multiplication:

PrimitiveDenseStore result = FACTORY.makeZero(matA.getRowDim(), matB.getColDim());

result.fillByMultiplying(matA, matB);

References

1. ^¹{{cite journal|last=Takaki|first=M. |author2=Cavalcanti, D. |author3=Gheyi, R. |author4=Iyoda, J. |author5=d’Amorim, M. |author6=Prudêncio, R. B. |title=Randomized constraint solvers: a comparative study|journal=Bioinformatics|year=2010|volume=6|issue=3|pages=243–253|doi=10.1007/s11334-010-0124-1}}
2. ^¹{{cite conference|last=Vanek|first=O. |author2=Bosansky, B. |author3=Jakob, M. |author4=Pechoucek, M. |title=Transiting areas patrolled by a mobile adversary|publisher=Symposium on Computational Intelligence and Games|year=2010|pages=9–16}}

^[1]^[2]
}}

1 : Java (programming language) libraries

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