# OjAlgo

Original author(s) Anders Peterson v37.1 / January 31, 2015 Cross-platform Library MIT License 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 [3] 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.

## Usage Example

Example of Singular Value Decomposition (SVD):

```SingularValue<Double> svd = SingularValueDecomposition.make(matA);
svd.compute(matA);

MatrixStore<Double> U = svd.getQ1();
MatrixStore<Double> S = svd.getD();
MatrixStore<Double> V = svd.getQ2();
```

Example of matrix multiplication:

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

## References

1. ^ Takaki, M.; Cavalcanti, D.; Gheyi, R.; Iyoda, J.; d’Amorim, M.; Prudêncio, R. B. (2010). "Randomized constraint solvers: a comparative study". Bioinformatics. 6 (3): 243–253. doi:10.1007/s11334-010-0124-1.
2. ^ Vanek, O.; Bosansky, B.; Jakob, M.; Pechoucek, M. (2010). Transiting areas patrolled by a mobile adversary. Symposium on Computational Intelligence and Games. pp. 9–16.
3. ^ "oj! Algorithms Project Page". oj! Algorithms. Retrieved July 2, 2013.