forum.alglib.net

Following a discussion in the EngTips Forum :
http://eng-tips.com/viewthread.cfm?qid= ... amp;page=1
I have compiled the C++ versions of a number of matrix functions from the AlgLib library as a dll, and linked them to Excel. The spreadsheet and associated code can be downloaded from:
http://newtonexcelbach.wordpress.com/20 ... for-excel/

The functions included are:
Inverse of real matrix
Inverse of complex matrix
Determinant of real matrix
Determinant of complex matrix
Transpose of real matrix
Transpose of complex matrix
Matrix multiplication; real
Matrix multiplication; complex
Add matrices
Extract matrix
Insert Matrix
Eigen value and Eigen vectors
Solve system of linear equations

I'd really like to get some feedback on this. Do the functions work correctly? Is the documentation adequate? What other functions would be desirable? Any problems installing the dll and linking to the spreadsheet? etc.

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Doug Jenkins
http://newtonexcelbach.wordpress.com/

Good work! I want to implement something like that several month later, but in my usual fashion - using automatic code generation :) All ALGLIB functions will be implemented as calls to C DLL.

As for you project, I think that some convenient interface for reading matrices from text files (and for saving matrices to files) could be very useful.