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Linear Algebra in Excel
2

Linear Algebra in Excel

Linear Algebra in Excel

(OP)
Generally, I use MathCAD when linear algebra is involved, but the Help files for Excel make it sound like Excel has this capability, too - but don't provide enough information to really figure it out.

Would somebody mind showing me an example? sparweb@hotmail.com

Thanks in advance, for any help you can provide.

Steven Fahey, CET
"Simplicate, and add more lightness" - Bill Stout

RE: Linear Algebra in Excel

There are some options in Excel that allow simple matrix manipulations: multiplication, inversion and calculation of determinants, but it cannot do eigenvalues and eigenvectors.You can get upgrades from web, but for work with matrices I would choose Matlab which is designed for work with vectors and matrices and really has many options for this purpose. I am not saying that other programs are bad but Matlab is really a fun.
M777182

RE: Linear Algebra in Excel

There is a nice Linear Solver (called "Solver") in Excel, which is a few steps above their simple univariate "Goal Seek" routine.  I believe that they are in the "Analysis Tool Pack" and are to be found under "Tools" once you've installed them.

They're pretty simple to run, and pretty handy to have.

--Steve

RE: Linear Algebra in Excel

Thank you very much to Kockek to provide the velue link to excel add-in web site. I was struggling to figure out how the do eigenvalues function in excel.
~Tech

RE: Linear Algebra in Excel

Eigenvalues are simple polynomial solution sets equal to the order of magnitude of the array dimension.  For example, 2 X 2 matrix would generate a quadratic solution set, hence two (2) roots.

Excel has a very nice capability to handle matricies.  I use the spreadsheet approach to solve rotational matricies for use in astrodynamic applications.  Once you generate your polynomial, try applying other Excel features.

Kenneth J Hueston, PEng
Principal
Sturni-Hueston Engineering Inc
Edmonton, Alberta Canada

RE: Linear Algebra in Excel

If Excel has a capability to handle matrices, where would it be possible to find out how to take advantage of its full capabilities? The Excel Help file is notoriously deficient - something that Billy Boy G. won't ever improve.

RE: Linear Algebra in Excel

There are two ways you can do it.

As mentioned, Excel can directly multiply the matricies for you.  My reference book isn't with me, but it goes something like defining and blocking a region of the spreadsheet representative of the matrix, then issuing in the command AXB, something like that.  I will look it up and get back to you.  Of course you need to make the adjustment for the eigenvalue problem itself.

Second, you would have much more flexibility in writing a background macro using VisualBasic, then coding various polynomial root convergence schemes used in numerical computations.  Matrix multiplication is commonly found in computing textbooks, my preferred method is FORTRANMS since it is close to BASIC.  You can find roots by closed form methods for polynomials under degree five, but must employee iterative schemes thereafter.  Depending on the nature of your problem, this may not be an issue.

I saw a method complete with example, laid out in a C++ textbook reference.  Despite the program language, the methodology is what you are after.  I will provide that reference also.

Kenneth J Hueston, PEng
Principal
Sturni-Hueston Engineering Inc
Edmonton, Alberta Canada

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