Matrix operations library – library MetaTrader 5

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

The matrix.mqh must be placed to terminal_data_folder/MQL5/Include/.

Simple example:

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

F1 and F2 are 3х3 matricies.

#include <Matrix.mqh> 
//+------------------------------------------------------------------+
//| Script program start function                                    |
//+------------------------------------------------------------------+
void OnStart()
  {
//---
   CMatrix          *F1;
   CMatrix          *F2;
   CMatrix          *F3;

   F1=new CMatrix(3,3);
   F2=new CMatrix(3,3);
   F3=new CMatrix(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 F3
   printf("det=%5.3f   F3[2,2]=%5.3f",det,El(F3,2,2));
   delete F1;
   delete F2;
   delete F3;
  }

Experts log output:

det=6.624   F3[2,2]=0.548