| MQL5 Reference / Matrix and Vector Methods / Products |
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Matrix and vector products
Matrix and vector product calculations include:
Function |
Action |
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Matrix product of two matrices |
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General matrix multiplication (GeMM) |
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Raise a square matrix to the integer power |
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Dot product of two vectors |
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Return Kronecker product of two matrices, matrix and vector, vector and matrix or two vectors |
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Inner product of two matrices |
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Compute the outer product of two matrices or two vectors |
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Compute the Pearson correlation coefficient (linear correlation coefficient) |
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Compute the covariance matrix |
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Compute the cross-correlation of two vectors |
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Return the discrete, linear convolution of two vectors |