Calculating Eigenvalues and Eigenvectors in Excel

fboehlandt

Active Member
Joined
Sep 9, 2008
Messages
334
Hi everyone,
I need a macro that returns the Eigenvalues and Eingenvectors of a regular matrix. I would like to use vba and write a procedure but I need some pointers first. Does anybody know where I can find spreadsheet based step by step calculations to find Eigenvalues/Eigenvectors from time series? Or, alternatively, has anybody dealt with this before and written a macro already? Lastly, is there an excel add-in that calculates these vectors? Any help on the matter is greatly appreciated
 

Excel Facts

What do {} around a formula in the formula bar mean?
{Formula} means the formula was entered using Ctrl+Shift+Enter signifying an old-style array formula.
In know it's a nuisance when people try to circumvene doing their own internet research but I've already extensively searched the net for model answers. Unfortunately, I could not really find an excel/VBA-based implementation. Should anybody have any promising leads it would be great
 
Upvote 0
Florian

I really think you should look for yourself.

There are plenty of resources out there, take a look for the add-in 'Matrix.xla'.

And which one to use would really be up to yourself based on your actual needs.

It's been some time (school/uni) since I've worked with eigenvalues etc but I took a look at some of the articles I found when googled.

Talk about over my head - whoosh!!!!
 
Upvote 0
Following up on my on post :)
I have found the extremely powerful add-in matrix.xla. The package includes absolutely everything you could possibly want to manipulate and calculate when it comes to vectors and matrices. And the best part is, it is absolutel 100% free-ware. And the cherry on top of the cherry is that the VBA code is accessible. One word of caution, though, the website below states explicitly that the macros were configured to run on pre-Vista Windows versions in conjunction with Excel 2003. So far, the installation and all applications that I have tried out worked absolutely fine in Excel 2007 (yes, I also have the world's most annoying operating system!). And since the code is accessible you may select and manipulate as much as you like should there be any compatitbility issues. I hope those guys come up with a green-lighted Excel2007 version soon. In the mean-time I provide the link to their download site (their are plenty of other powerful tools as well):

http://digilander.libero.it/foxes/SoftwareDownload.htm
 
Upvote 0
p.s. thanks for the link, Andrew, I recommend this to anybody who needs to calculate Eigenvectors and Eigenvalues for regular matrices (it is simple and works with the pre-installed goalseek feature)
 
Upvote 0

Forum statistics

Threads
1,213,507
Messages
6,114,029
Members
448,543
Latest member
MartinLarkin

We've detected that you are using an adblocker.

We have a great community of people providing Excel help here, but the hosting costs are enormous. You can help keep this site running by allowing ads on MrExcel.com.
Allow Ads at MrExcel

Which adblocker are you using?

Disable AdBlock

Follow these easy steps to disable AdBlock

1)Click on the icon in the browser’s toolbar.
2)Click on the icon in the browser’s toolbar.
2)Click on the "Pause on this site" option.
Go back

Disable AdBlock Plus

Follow these easy steps to disable AdBlock Plus

1)Click on the icon in the browser’s toolbar.
2)Click on the toggle to disable it for "mrexcel.com".
Go back

Disable uBlock Origin

Follow these easy steps to disable uBlock Origin

1)Click on the icon in the browser’s toolbar.
2)Click on the "Power" button.
3)Click on the "Refresh" button.
Go back

Disable uBlock

Follow these easy steps to disable uBlock

1)Click on the icon in the browser’s toolbar.
2)Click on the "Power" button.
3)Click on the "Refresh" button.
Go back
Back
Top