oj! Algorithms – ojAlgo – is Open Source Java code to do mathematics, linear algebra and optimisation
Questions tagged [ojalgo]
74 questions
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How to use the MarkovitzModel of ojalgo finance
I have been trying to use the MarkowitzModel of ojalgo to determine the optimal weights of a portfolio. The documentation refers to a BasixMatrix for the constructor, but I believe this has been deprecated. I have managed to get something working…
makasu
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Element Wise Operations in ojAlgo
How does one perform element wise operations (specifically multiplication) on a matrix in ojAlgo ?
Supposed that I have a storeA and storeB and would like to perform a binary operation f on each of the elements of A and B as the input respectively…
YAMAZAKI1996
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ojAlgo - Multiply 2x2 matrix by 1x1 vector?
I'm new to ojAlgo. What is the best way to multiply a 2x2 matrix by a 2x1 vector? Can I use the PrimitiveMatrix class or does this require using Arrays? Please provide an example.
rclang
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Does the ojAlgo matrix library supports multi-threading?
I am working on a project that requires inversion of multiple large dense matrix. I would like to know if ojAlgo supports multi-threading.
I do notice the github page for ojAlgo is tagged with multi-threading, however I am unable to find any…
YAMAZAKI1996
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ojAlog - ConvexSolver in Kotlin: 2d Array
I'm trying to implement some example as I am planning to explore ojAlgo for optimization purposes.
My question is really simple.
In Java I can easily write:
PrimitiveDenseStore Q = PrimitiveDenseStore.FACTORY.rows(new double[][]{{2.0,0.0}, {0.0,…
Eli Wilner
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Why Double not Float
Why inferred type is Double and not Float?
final Array1D doubles = Array1D.factory(Primitive32Array.FACTORY).makeFilled(10, new Uniform());
Or put it differently, what is difference between Primitive32Array.FACTORY and…
user482745
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Resolve matrix differential equation with sparse matrix and ojAlgo
I am developping a java evolution tool with ojAlgo, and I try to resolve the following equation :
where A is a sparse matrix (for now the dimension of the matrix is 2000 x 2000, it will be scaled later on), A is not symmetric and use only real…
Johann MARTINET
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ojAlgo library: data mismatch bug?
Recently, I start to use ojAlgo library. You can get more information from http://ojalgo.org/index.html.
However, I have a problem when I try to use that. The problem is the stock date and stock price do not match when I want to retrieve the stock…
easycoder
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How can you get a sub-array and how can you create a matrix from a dense array
I have a DenseArray symbols now I would like to transform these into a mutable Matrix of complex numbers, don't care if column or row major. The documentation is a bit sparse around this, I looked at all the examples.
Also how can I…
user2329125
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Why the paramters are adjusted in ojalgo?
Can someone explain me the function of the parameter "adjusted", which calls e.g. getAdjustmentExponent(), for lower, upper, weights,... in the class ModelEntity of the ojalgo package? I can understand the function if it should improve the numerical…
Thomas
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How to export optimization model in ojalgo
I build up a optimization model in ojalgo (ExpressionsBasedModel). Is there a way to export it to check the model? So far I am only able to export the lower and upper limits of variables and constraints but I am not able to export the variable's…
Thomas
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OjAlgo : Is there a way to add/subtract a double from all elements of a PrimitiveDenseStore in ojAlgo?
Looking for a function to add/subtract a double from all elements of a matrix or dense store.
Sree
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What's the most efficient way to create a diagonal matrix with ojalgo?
Is there something like Primitive64Matrix.FACTORY.makeDiagonal(double...)? I couldn't find anything like that in
https://www.ojalgo.org/code-examples/
I was hoping not to do Primitive64Matrix.FACTORY.rows(new double[][]{{1, 0, 0}, {0, 2, 0}, {0, 0,…
mchen
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Is there any API getCovariance of Singular Value Decomposition in OjAlgo library
We currently use apache commons math3 library for calculation of SVD.
Recently we observed, for large matrices computation is taking time.
As an alternative, evaluating OjAlgo library.
Math3 library has a getCovariance method on…
Sudheer
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