Basic matrix functions with VBA/Excel (free download)

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Check my shared folder MyAnalyticalSoftware_AllDownloads for most uptodate downloads. Open-Source downloads of the C#/.NET libraries Finaquant Calcs and Finaquant Protos are also included in this shared download folder as zipped Visual Studio 2012 files. You may contact me if you need consulting for my analytical software (C#/.NET, Matlab, Python, R).

This release (June 2012, V.1.1) includes about 60 basic matrix and vector functions for MS Excel users and macro (VBA, Visual Basic for Applications) programmers. All these functions are written with the native macro language (VBA) of excel.
Basic Matrix and Vector Functions with VBA/Excel (29138 downloads) BasicMatrixAndVectorFunctionsInVBA-V1_3.xlsm (14918 downloads)

Why would you need matrix operations in excel?

• You are a proficient excel user and programmer, and you want to do everything in excel, if possible.
• You want to implement complex matrix calculations, simulations and optimizations easily with macros (VBA) in excel.
• You want to translate the matrix functions and scripts written with mathematical applications like matlab and R into the excel VBA environment, so that you can profit from built in functions of excel like charting, reporting and data storage.

Your first VBA procedure with matrix functions

Sub mytest1()
Dim Vin() As Double, Vout() As Double, Vind() As Double
Vin = FQ_var_to_vector([{5,2,8,10,4,5,8,1}])
Call FQ_vector_sort(Vin, Vout:=Vout,ind:=Vind,SortOpt:=nAscending)
Debug.Print "Sorted vector Vout = " & Chr(10) & FQ_vector_format(Vout)
End Sub
This procedure creates first a vector with 8 elements, then sorts them in ascending order, and finally prints the resultant sorted vector into the immediate window (press F5 to execute the procedure). Compare this with the corresponding matlab code:
Vin = [5,2,8,10,4,5,8,1] [Vout, Vind] = sort(Vin);
Vout

Your second VBA procedure with matrix functions

This worksheet function reads the elements of a matrix from the given worksheet range (InputRange), calculates the inverse of the matrix and writes the resultant inverse matrix back into the given worksheet range (OutputRange). We can test this function with the test procedure below:
Sub TEST_FQS_matrix_inverse()
Dim r_in As Range, r_out As Range
Set r_in = ThisWorkbook.Sheets("examples").Range("A4:D7")
Set r_out = ThisWorkbook.Sheets("examples").Range("F4:G5")
Call FQS_matrix_inverse(r_in, r_out)
End Sub

Next steps

Already mastered matrix and vector functions in excel? Now, you are ready to advance to the next level, namely table-valued functions!

Visit: Empowering Excel with Table Valued Functions (Excel Add-in):

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