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.
As of version 44.0, the finance specific code has been moved to its own project/module named ojAlgo-finance.
[3] Example of singular value decomposition: Example of matrix multiplication: