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oj! Algorithms

oj! Algorithms – ojAlgo – is Open Source Java code to do mathematics, linear algebra and optimisation.

High Performance on a Rich Feature Set with Zero Dependencies


Download the latest released version of ojAlgo from SourceForge, fork the source code at GitHub or add the dependency from The Central Repository with your favourite build tool.

Download oj! Algorithms


2018-10-21: ojAlgo for data science with Kotlin

"Just wanted to share that the KotlinConf videos were uploaded by JetBrains finally. My talk used ojAlgo for most of the examples including classroom scheduling, a Sudoku solver, and a neural network example."

KotlinConf 2018 - Mathematical Modeling with Kotlin by Thomas Nield

A Simple Neural Network by Thomas Nield

2018-10-12: Released ojAlgo v46.3

A minor release with big changes for the future:

Apart from this the main focus for ojAlgo v47 is to enable ojAlgo-finance v2.

Changes and new features for v46 include:

2018-06-18: Released ojAlgo v45.1.1

A couple of bugs fixed:

The changelog, covering the latest 10 releases, will give more details on what's new.

2018-06-09: Released ojAlgo-finance v1.1

No new features. This is just to make it compatible with the latest version of ojAlgo.

It appears downloading historical data from Google and Yahoo broke (again). The code related to this is marked as deprecated, and the tests are disabled.

2018-05-15: New Java Matrix Benchmark Results

There are new results for the Java Matrix Benchmark coming. Keep track these sites for updates in the coming weeks:

There are already, now, some new results published.

2017-09-27: Released ojAlgo v44 and ojAlgo-finance v1

The main news this time is that the finance specific code (the org.ojalgo.finance package) has been moved to its own project/module named ojAlgo-finance. Other than that the most important new features are:

2017-09-24: New/updated wiki pages about sparse and custom data structures

2017-04-22: Released ojAlgo v43

What's in ojAlgo?

  1. ojAlgo is the fastest pure Java linear algebra library available. That statement is backed by the latest Java Matrix Benchmark results – that's a third party independent benchmark (not written by anyone associated with ojAlgo).
  2. Optimisation (mathematical programming) tools including LP, QP and MIP solvers – again this is pure Java with zero dependencies.
  3. A collection of "array" classes that can be sparse or dense and arbitrarily large. They can be used as 1-, 2- or N/Any-dimensional arrays, and may contain/handle a multitude of different number types including complex numbers, rational numbers and quaternions. The memory for the arrays can alternatively be allocated off heap or in a file. The linear algebra part of ojAlgo builds on these arrays – they're fast and efficient.
  4. Various other things like time series, random numbers, stochastic processes, descriptive statistics...

ojAlgo-finance

Much of the development has been motivated by various financial applications. Up until (v44) ojAlgo contained domain (finance) specific code. With v44 this has been moved to its own code repository and will be released as a separate artefact: ojAlgo-finance

It contains code that allow you to:

Everything necessary to do that is in ojAlgo-finance – it has no dependencies other than ojAlgo (the core/base artefact).

BLaadin Edge Financial Systems

BLaadin is a financial market simulation tool. It facilitates market analysis and forecasting as well as making portfolio recommendations. In particular it asserts consistency between forecasts and recommendations. At its core it makes use of the Black-Litterman model.

Information about BLaadin is currently maintained at the BLaadin Edge Financial Systems site.

There is a "public beta" version of BLaadin available on-line as a cloud service. The BLaadin Edge Financial Systems site contains information about how to find and use it.

BLaadin has its origin in a cooperation between Optimatika and the Royal Institute of Technology in Stockholm (KTH). That cooperation aimed to develop a prototype system/application using the Black-Litterman model, and to use that application in a behavioural finance case study. The case study resulted in a PhD thesis.

That was years ago... The prototype died and was revitalised several times until it was finally completely rewritten with a much more ambitious goal. BLaadin is now a full-fledged market simulation and portfolio construction tool.

BLaadin is programmed in Java, and everything related to mathematics and financials is in ojAlgo. BLaadin is NOT open source! ojAlgo is, but not BLaadin. The on-line "public beta" is free for you to try.

ojAlgo-extensions

ojAlgo has zero dependencies, but through various extension modules it integrates with 3:d party libraries.

Copyright and LicenseOSI certified

ojAlgo is an Open Source project. It is available as source code, and every single source code file contain a copyright statement and a license agreement. All files have the same copyright and license. Optimatika holds the copyright, and the license used is the generous and easy to understand MIT license. Please read and comply with the license agreement – it's not hard. 

Design concepts

Documentation, Support & Services

User documentation with code examples is at the GitHub wiki. Don't forget to check out the various README files in the repositories.

Programming questions related to ojAlgo are best asked at stack overflow. Just remember to actually mention ojAlgo and tag the question using 'ojalgo' and whatever other tags you find suitable.

Bug reports, and to some extent feature requests should be posted at GitHub Issues. (Please do not use GitHub Issues for general discussions or support requests!)

The ojAlgo-user mailing list can be used for just about anything as long as it relates to ojAlgo. Regarding the list:

  1. You have to be a member to be able to post to the list - anyone can sign up.
  2. All new members are moderated until the administrator decides to trust them (usually with their first post).
  3. There is a searchable list archive. It's a low volume list, but it's been around since 2003 so there is content to search and information to find.

ojAlgo is Open Source, and you are strongly encouraged to clone or fork the repository and work directly with the source code. The source code is (part of) the documentation, and you should read it.

Optimatika is a software consulting company specialising in decision support systems – particularly optimisation and applied maths related to finance.

  1. Optimatika offers commercial support for ojAlgo.
  2. Optimatika accepts commissions to extend ojAlgo.
  3. Even without ojAlgo, Optimatika can help you build high performance systems.

In these cases please contact Optimatika directly.

Acknowledgements


Project and site sponsored by Optimatika
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