5.7 KiB
5.7 KiB
Initialization
There are several ways to declare and initialize matrices and vectors.
| Function | Action |
|---|---|
| Assign | Copies a matrix, vector or array with auto cast |
| CopyIndicatorBuffer | Get the data of the specified indicator buffer in the specified quantity to a vector |
| CopyRates | Gets the historical series of the MqlRates structure of the specified symbol-period in the specified amount into a matrix or vector |
| CopyTicks | Get ticks from an MqlTick structure into a matrix or a vector |
| CopyTicksRange | Get ticks from an MqlTick structure into a matrix or a vector within the specified date range |
| Eye | Return a matrix with ones on the diagonal and zeros elsewhere |
| Identity | Create an identity matrix of the specified size |
| Ones | Create and return a new matrix filled with ones |
| Zeros | Create and return a new matrix filled with zeros |
| Full | Create and return a new matrix filled with given value |
| Tri | Construct a matrix with ones at and below the given diagonal and zeros elsewhere |
| Init | Initialize a matrix or a vector |
| Fill | Fill an existing matrix or vector with the specified value |
| Random | Static function. Create and return a new matrix or vector filled with random values. Random values are generated uniformly within the specified range |
Declaration without specifying the size (no memory allocation for the data):
matrix matrix_a; // double type matrix
matrix<double> matrix_a1; // another way to declare a double matrix; can be used in templates
matrixf matrix_a2; // float matrix
matrix<float> matrix_a3; // float matrix
vector vector_a; // double vector
vector<double> vector_a1;
vectorf vector_a2; // float vector
vector<float> vector_a3;
Declaration with the specified size (with memory allocation for the data, but without any initialization):
matrix matrix_a(128,128); // the parameters can be either constants
matrix<double> matrix_a1(InpRows,InpCols); // or variables
matrixf matrix_a2(1,128); // analog of a horizontal vector
matrix<float> matrix_a3(InpRows,1); // analog of a vertical vector
vector vector_a(256);
vector<double> vector_a1(InpSize);
vectorf vector_a2(SomeFunc()); // function SomeFunc returns a number of type ulong, which is used to set the vector size
vector<float> vector_a3(InpSize+16); // expression can be used as a parameter
Declaration with initialization (matrix and vector sizes are determined by the initializing sequence):
matrix matrix_a={{0.1,0.2,0.3},{0.4,0.5,0.6}};
matrix<double> matrix_a1=matrix_a; // must be matrices of the same type
matrixf matrix_a2={{1,0,0},{0,1,0},{0,0,1}};
matrix<float> matrix_a3={{1,2},{3,4}};
vector vector_a={-5,-4,-3,-2,-1,0,1,2,3,4,5};
vector<double> vector_a1={1,5,2.4,3.3};
vectorf vector_a2={0,1,2,3};
vector<float> vector_a3=vector_a2; // must be vectors of the same type
Declaration with initialization:
template<typename T>
void MatrixArange(matrix<T> &mat,T value=0.0,T step=1.0)
{
for(ulong i=0; i<mat.Rows(); i++)
{
for(ulong j=0; j<mat.Cols(); j++,value+=step)
mat[i][j]=value;
}
}
template<typename T>
void VectorArange(vector<T> &vec,T value=0.0,T step=1.0)
{
for(ulong i=0; i<vec.Size(); i++,value+=step)
vec[i]=value;
}
...
matrix matrix_a(size_m,size_k,MatrixArange,-M_PI,0.1); // first an uninitialized matrix sized size_m x size_k is created, then function MatrixArange with the parameters specified at initialization is called
matrixf matrix_a1(10,20,MatrixArange); // after creating the matrix, function MatrixArange with default parameters is called
vector vector_a(size,VectorArange,-10.0); // after creating the vector, function VectorArange with one parameter is called while the second parameter is default
vectorf vector_a1(128,VectorArange);
Please note that the matrix or vector dimensions can be changed, since the memory for data is always dynamic.
Static methods
Static methods for creating matrices and vectors of the specified size, initialized in a certain way:
matrix matrix_a =matrix::Eye(4,5,1);
matrix<double> matrix_a1=matrix::Full(3,4,M_PI);
matrixf matrix_a2=matrixf::Identity(5,5);
matrixf<float> matrix_a3=matrixf::Ones(5,5);
matrix matrix_a4=matrix::Tri(4,5,-1);
vector vector_a =vector::Ones(256);
vectorf vector_a1=vector<float>::Zeros(16);
vector<float> vector_a2=vectorf::Full(128,float_value);
Methods for initializing already created matrices and vectors:
matrix matrix_a;
matrix_a.Init(size_m,size_k,MatrixArange,-M_PI,0.1);
matrixf matrix_a1(3,4);
matrix_a1.Init(10,20,MatrixArange);
vector vector_a;
vector_a.Init(128,VectorArange);
vectorf vector_a1(10);
vector_a1.Init(vector_size,VectorArange,start_value,step);
matrix_a.Fill(double_value);
vector_a1.Fill(FLT_MIN);
matrix_a1.Identity();