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What is ojAlgo?

ojAlgo is Open Source Java code that has to do with mathematics, linear algebra and optimisation. ojAlgo really is 100% pure Java source code. There are no calls to native (C or Fortran) libraries. Nothing besides a Java SDK is needed to compile or execute the code. Names of attributes and methods are chosen to comply with Java standards rather than legacy mathematics code (Fortran, C, Matlab...) conventions. 

Main ingredients

Presumeably there are three main reasons why users/developers become interested in ojAlgo:

  1. Linear algebra in Java
  2. Optimisation (mathematical programming) including LP, QP and even an experimental mixed integer solver.
  3. Finance related code. Specifically the Markowitz and Black-Litterman model implementations.

Design concepts

  • Code for the JVM: There are no calls to native (C or Fortran) libraries.
  • No dependencies: NOTHING besides a Java SDK is needed to compile or execute the code.
  • "Conventional" Java: Names of attributes and methods are chosen to comply with Java standards rather than legacy mathematics code (Fortran, C, Matlab...) conventions.
  • Code is written as it's needed. ojAlgo will never contain everything anyone could ever use (in terms of Java and mathematics). Users are very much welcome to contribute additions.
  • Anything and everything may change in the future (breaking API compatillity). Part of the code is "in production" in commercial systems – but will be changed if improvements require it. Interfaces are less likely to change than implementations. Versions are frequently tagged in CVS.

License agreement

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. More...
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