Calculating Eigenvalues and Eigenvectors in Excel

[fboehlandt]

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

 

[Andrew Poulsom]

I suggest you Google for "Eigenvalues excel". You will get lots of hits.

 

[fboehlandt]

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

 

[Andrew Poulsom]

Did you see this?

http://www.anthony-vba.kefra.com/vba/vba11.htm

 

[Norie]

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!!!!

 

[fboehlandt]

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

 

[fboehlandt]

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)