Random Flow Theory and FOREX - page 41

 
Vinsent_Vega писал(а) >>

Are "rank of a matrix" and "rank of an array" identical? As far as I remember, the rank of a matrix is the highest order of its minors... But what is the "rank of an array"... honestly, I don't know...

I was in a hurry, I hope you understood what I was saying.

 
Prival >> :

if arrays could be passed in and out of a procedure, but MQL4 does not allow this either


How come? Well, it allows you to. Look at the procedure transpose() from the code I gave you. It takes an array and "returns" an array.

 
bstone писал(а) >>

How so? It allows you to do so. Look at the procedure transpose() from the code I gave you. It takes an array and "returns" an array.

It returns a reference to an array but not the array itself. The 'Passing parameters by reference' thing here is about the same thing - it's gone for a month.

 

to Neutron

here it is the Kalman filter (filtering procedure) Dx is the excitation noise matrix (model noise) Di is the observation(measurement) noise matrix - I put there the value of the spread over the quoted currencies (measurement variance).

Now it's all gone for sure.

 
Prival >> :

a reference to an array is returned, but not the array itself


OK, I see, it looks like it's going to be hard to explain. You have to be good at programming to understand that it's not the reference but the array that is returned.

 
bstone >> :


Okay, I see, it looks like it will be difficult to explain. You'd have to be good at programming to understand that it's the array we're returning, not the reference.

Prival is right after all... The above code fails to implement the conditions he set... Your code works only with one-dimensional arrays, while it needs to transpose an mXn matrix and write its elements into the same two-dimensional array. The difficulty lies precisely in the fact that m and n (i.e. the number of elements in the array's dimension) are unknown beforehand and must be variables...

It seems to be impossible to implement it in MQL... Although I have a feeling that something can be invented...

 

Ah, another one. "Check or drive?" :)

 
I'll have the checkers... preferably... but better yet, explain what you're saying... that Prival 's conditions are fulfilled in the code? They are fulfilled for matrix A from his example. But how can they be fulfilled for matrix B?
 

I want to tell you: "Do you want two-dimensional arrays or matrices to transpose?"


You won't believe me, but a one-dimensional array of 4 elements can be a 1x4, 4x1, or even 2x2 matrix.

 

а... Now that's the point... I'm sorry, but could you be more specific? Say there's an array Array [4] with elements 1, 2, 3, 4... and there's a 2X2 matrix:


12

34


The question is, how to transpose this matrix using a one-dimensional array?