The library provides generic Vector and Matrix types that support most of the commonly used linear algebra operations, including matrix–vector operations, matrix inverse, determinants, eigenvalues, LU and QR decompositions. Its intended use is to enable writing generic linear algebra code with custom numeric types. It can also be used as a lightweight library for prototyping and scripting with primitive floating point types.

•Download historical data from Yahoo Finance or Google Finance •Patch, transform and analyse time series data •Construct/optimise portfolios •Generate future market scenarios •Simulate the behaviour of portfolios