Matrix and Linear Algebra Functions

Domain: http://digilander.libero.it/foxes/
Categories: Mathematics Add Ins
Mathematics

MATRIX.xla by the Foxes Team is a great free collection of linear algebra and matrix functions for Excel. A must-have for math fans!

Rating: 4.69

(19 votes)
Added: 04-05-2004 - Updated: 03-30-2005 - Comments: 2 - Hits month/total: 45/4561
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Version (if applicable): 2000/20002(XP)

"This Excel 2000/XP addin contains useful functions for Matrix and Linear Algebra. Norm. Matrix multiplication. Similarity Transform. Determinant. Inverse. Power. Trace. Scalar Product. Vector Product. Eigenvalues and Eigenvectors of symmetric matrices with Jacobi algorithm. Jacobi rotation matrix. Real and complex Eigenvalues with QR algorithm. Eigenvalues of tridiagonal matrices with QL algorithm. Characteristic polynomial. Random matrices with given eigenvalues. Random matrices with given Rank or Determinant. Several useful matrices: Hilbert's, Houseolder's, Tartaglia's, Vandermonde's. Hessemberg form. Gauss-Jordan algorithm step by step. Linear Systems. Solving Linear Systems with iterative methods: Gauss-Seidel and Jacobi algorithms. Singular Linear Systems. Linear Transformation. Gram-Schmidt's Orthogonalization. Matrix Factorization: LU, QR, SVD and Cholesky decomposition. Sub-matrix extractor. Rank. Floyd's shortest-path algorithm. Complex matrix operations. Complex Inversion. Complex Linear Systems. Complex eigenvectors. Lin-Bairstow polynomial root finder. Polynomial rootfinder with HQR algorithm. Linear system with tridiagonal matrix. Inversion of tridiagonal matrix. Linear, polynomial and pieces-polynomial regression. Admittance matrix of Linear Network. Leontief matrix.. All functions work in standard 32 bit precision."

Comments

The Shortest Path macro does not work properly. It outputs wrong results.

Comment by y. kretzmann Date: 10-24-2006

Fantastic set of code Well written and documented!!!

Comment by Scott Hansen Date: 02-20-2005

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