UDF to solve or invert formula

Kelvin Stott

Active Member
Joined
Oct 26, 2010
Messages
326
Hello,

I have a simple formula, p = (a+b)^n - b^n, but need to find n in terms of a, b and p. Problem is there isn't an exact algebraic solution (at least not according to WolframAlpha), so I need to create a fully automatic user defined function (UDF) that effectively acts a bit like goal seeker or solver, but without using a macro (Sub) as that has disadvantages like changing cells and blocking undo, etc.

Is there a generic UDF to solve or "invert" any given formula?

This would be such an incredibly useful function, so I can't imagine it hasn't been done, but all I can find are goal seek macros, which is not what I want.

Thanks,
Kelvin
 
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Kelvin Stott

Active Member
Joined
Oct 26, 2010
Messages
326
PS., I guess the syntax of the UDF should be something like:

SOLVE(Input formula f(x), Target value for f(x), [Initial estimate for x (optional)], [Min x (optional)], [Max x (optional)]) and the output value of the function would be x.

Would that be possible?
 
Last edited:

Kelvin Stott

Active Member
Joined
Oct 26, 2010
Messages
326
So I created the SOLVE function (code below), and it seems to work great in some cases:

SOLVE("x^2",2) = 1.4142135623731

But not in other cases, for example:

SOLVE("x^2",2,1,0,5) = Error: 1.50993850552705E-03
SOLVE("LN(x)",2) = #VALUE!

Any idea why it's not working reliably?

Code:
Function SOLVE(Fx, Target, Optional x0 = 0, Optional xMin = -10 ^ 16, Optional xMax = 10 ^ 16, Optional yTol = 10 ^ -12, Optional iMax = 200)

    For i = 1 To iMax
        x1 = x0 + (xMax - x0) * 0.5 ^ i
        x2 = x0 - (x0 - xMin) * 0.5 ^ i
        y0 = Abs(Evaluate(Replace(Fx, "x", x0)) - Target)
        y1 = Abs(Evaluate(Replace(Fx, "x", x1)) - Target)
        y2 = Abs(Evaluate(Replace(Fx, "x", x2)) - Target)
        If y1 < y0 And y1 <= y2 Then
            x0 = x1
            y0 = y1
        ElseIf y2 < y0 And y2 <= y1 Then
            x0 = x2
            y0 = y2
        End If
        If y0 = 0 Then Exit For
    Next i
    
    If y0 < yTol Then
        SOLVE = x0
    Else
        SOLVE = "Error: " & y0
    End If

End Function
 

Eric W

MrExcel MVP
Joined
Aug 18, 2015
Messages
9,911
Without delving too deeply into your code, it appears that you are just doing a binary search within the range. Which is reasonable enough with most functions. But if the function is discontinuous, like LN, it appears that you're evaluating it at 0, which would cause a problem.

You really should test the yTol within the loop too.

And if you want to learn a bit more, and find more efficient algorithms, try searching for Newton's Method.

Good luck!
 

Kelvin Stott

Active Member
Joined
Oct 26, 2010
Messages
326
Thanks Eric.

Does anyone have any ready made code for the Newton method so that I can integrate and compare, if it's really more efficient?

Thanks!
 

Kelvin Stott

Active Member
Joined
Oct 26, 2010
Messages
326
So I managed to improve with Newton's method, and now it's working perfectly. :)

This short user defined function can solve pretty much any formula, exactly what I wanted. It usually converges within just 4 to 6 cycles (though I allow up to 20 just in case).

Code:
Function SOLVE(Fx, Target, Optional x0 = 0.5, Optional yTol = 10 ^ -12, Optional iMax = 20)

    dx = 10 ^ -6
    
    For i = 1 To iMax
        x1 = x0 + dx
        y0 = Evaluate(Replace(Fx, "x", x0))
        y1 = Evaluate(Replace(Fx, "x", x1))
        x0 = x0 - (y0 - Target) * dx / (y1 - y0)
        y0 = Evaluate(Replace(Fx, "x", x0))
        dy = Abs(y0 - Target)
        If dy < yTol * Target Then Exit For
    Next i
    
    If dy < yTol * Target Then
        SOLVE = x0
    Else
        SOLVE = "Error: " & dy
    End If

End Function
Thanks for all the help. :-/
 
Last edited:

Eric W

MrExcel MVP
Joined
Aug 18, 2015
Messages
9,911
Just a couple of pointers, it's good to see that you figured out a nice function.
 

Kelvin Stott

Active Member
Joined
Oct 26, 2010
Messages
326
Thanks again.

I always prefer to calculate exact roots with algebra where possible as it's more efficient, precise and reliable, but so many times I haven't been able to so I'm really pleased to have this as back-up. :)
 

Eric W

MrExcel MVP
Joined
Aug 18, 2015
Messages
9,911
Yes, it is nice when you can solve an equation exactly. But in the real world, there are SO many situations where you can't. If you get into differential equations or numerical analysis, you'll see lots of examples of that. In such a case, it's nice to have some way to solve the equation. It's a matter of using the right tool for the right job. ;)
 

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