ojAlgo is Open Source Java code that has to do with mathematics, linear algebra and optimisation particularly (but certainly not exclusively) suitable for the financial domain.

The core of ojAlgo is a linear algebra framework complete with various decompositions and the ability to use double, BigDecimal or ComplexNumber (an ojAlgo implementation) as matrix elements.

The linear algebra framework is built using highly efficient multidimensional arrays.

Built on top of the linear algebra framework ojAlgo contains models and solvers for quadratic optimisation problems, and on top of that finance specific models/solvers for portfolio selection. Among other things there is an implementation of the Black-Litterman model.

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