OjAlgo

OjAlgo
Original author	Anders Peterson
Stable release	v56.1.1 / November 9, 2025 (2025-11-09)
Operating system	Cross-platform
Type	Library
License	MIT License
Website	ojalgo.org

oj! Algorithms or ojAlgo, is an open source Java library for mathematics, ^{[1] [2]} linear algebra and optimisation. It was first released in 2003 ^[3] and is 100% pure Java source code and free from external dependencies. Its feature set make it particularly suitable for use within the financial domain.

Capabilities

• Linear algebra in Java
  • "high performance" multi-threaded feature-complete linear algebra package.
• Optimisation (mathematical programming) including LP, QP and MIP solvers.
• Finance related code (certainly usable in other areas as well):
  • Extensive set of tools to work with time series - CalendarDateSeries, CoordinationSet & PrimitiveTimeSeries.
  • Random numbers and stochastic processes - even multi-dimensional such - and the ability to drive these to do things like Monte Carlo simulations.
  • A collection of Modern Portfolio Theory related classes - FinancePortfolio and its subclasses the Markowitz and Black-Litterman model implementations.
  • Ability to download data from Yahoo Finance and Google Finance.

It requires Java 8 since version v38. As of version 44.0, the finance specific code has been moved to its own project/module named ojAlgo-finance. ^[3]

Usage example

Example of singular value decomposition:

SingularValue<Double>svd=SingularValueDecomposition.make(matA);svd.compute(matA);MatrixStore<Double>U=svd.getQ1();MatrixStore<Double>S=svd.getD();MatrixStore<Double>V=svd.getQ2();

Example of matrix multiplication:

PrimitiveDenseStoreresult=FACTORY.makeZero(matA.getRowDim(),matB.getColDim());result.fillByMultiplying(matA,matB);

References

1. Takaki, M.; Cavalcanti, D.; Gheyi, R.; Iyoda, J.; d’Amorim, M.; Prudêncio, R. B. (2010). "Randomized constraint solvers: a comparative study". Bioinformatics. 6 (3): 243–253. doi:10.1007/s11334-010-0124-1. S2CID   11050378.
2. Vanek, O.; Bosansky, B.; Jakob, M.; Pechoucek, M. (2010). Transiting areas patrolled by a mobile adversary. Symposium on Computational Intelligence and Games. pp. 9–16.
3. "oj! Algorithms Project Page". oj! Algorithms. Retrieved July 2, 2013.