Matrix operation library - MetaTrader 5 library | Trading script download - MT4/MT5 resources - MetaTrader 5 resources

This library provides simple matrix operations: addition, subtraction, multiplication, and inversion.

Matrix.mqh must be placed in terminal_data_folder/MQL5/Include/.

Simple example:

Find the inverse matrix of the matrix: F3=((F1+F2)*F2)/10-F2.

F1 and F2 are 3х3 matrices.

 #include
//+------------------------------------------------------------------+
//|Script program startup function |
//+------------------------------------------------------------------+
blank start ()
  { //--- CMatrix *F1;
  CMatrix *F2;
  CMatrix *F3;

  F1= new C matrix ( 3 , 3 );
  F2= new C matrix ( 3 , 3 );
  F3= new C matrix ( 3 , 3 );

  el(F1, 0 , 0 )= 1 ; el(F1, 0 , 1 )= 4 ; el(F1, 0 , 2 )=- 2 ;
  el(F1, 1 , 0 )=- 3 ; el(F1, 1 , 1 )= 2 ; el(F1, 1 , 2 )= 2 ;
  el(F1, 2 , 0 )= 1 ; el(F1, 2 , 1 )= 0 ; el(F1, 2 , 2 )=- 2 ;

  el(F2, 0 , 0 )= 2 ; el(F2, 0 , 1 )= 2 ; el(F2, 0 , 2 )=- 3 ;
  el(F2, 1 , 0 )=- 1 ; el(F2, 1 , 1 )= 1 ; el(F2, 1 , 2 )= 7 ;
  el(F2, 2 , 0 )= 3 ; el(F2, 2 , 1 )= 2 ; el(F2, 2 , 2 )= 10 ;

  F3.add(F1,F2); // F3=F1+F2 F3.Mul(F2); // F3=F3*F2 F3.Mul( 1 ./ 10 ); // F3=F3/10 F3.sub(F2); // F3=F3-F2 double det=F3.Inv(); // Invert the F3 print function ( "det=%5.3f F3[2,2]=%5.3f” ,det,El(F3, 2 , 2 ));
Delete F1;
Delete F2;
Delete F3;
  }

Expert log output:

det=6.624 F3[2,2]=0.548

Attachment download

📎 matrix.mqh (8.81 KB)

📎matrix_test.mq5 (1.55 KB)

Source: MQL5 #601