Matrix and Vector Types

Matrix and vector are special data types in MQL5 which enable linear algebra operations. The following data types exist:

Template functions support notations like matrix<double>, matrix<float>, vector<double>, vector<float> instead of the corresponding types.

Matrix and vector initialization methods

Function	Action
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