matrix_review

MATRIX and LINEAR ALGEBRA Package For EXCEL

History review
MATRIX.XLA - Ver. 2.3.2 - March 2007
--------------------------------------------------------------------------------Only minor changes and fixes.
routine Block_Matrix_Reduction improved
MATRIX.XLA - Ver. 2.3.1 - Jan 2007
--------------------------------------------------------------------------------Only minor changes and fixes.
Function MNormalize added type=4: dividing each column-vector for the absolute
values mean.
(suggested by Laurent N.)
Bug 2.1.2007 Jacobi algorithm returned #VALUE for diagonal or near-diagonal
matrices (thanks to David Schwartz)
MATRIX.XLA - Ver. 2.3 - Dic 2006
--------------------------------------------------------------------------------Function MCond - matrix condition number
Function MpCond - log10 of matrix condition number
The Matrix function names have been totally revised. the multitude of matrix
specifiers
(M as in MT, M_ as in M_Abs, Mat as in MatChar, or Mat_ as in Mat_Block, etc.)
have been replaced by their common denominator, the uniform prefix M (MT, MAbs,
MChar, MBlock, etc.). Backward compatibility is guaranteed.
Tutorial and help-on-line revised
Bug 9.11.06 macro Mat_Block_transform broken link (thanks to Robert de Levie)
MATRIX.XLA - Ver. 2.2.2 - Nov 2006
--------------------------------------------------------------------------------Bug 8.11.06: Macro multiplication error for (1 x 1) matrix result(thanks to
Darrik V. Heyd)
Document correction for MatEigenvector_Pow (thanks to Hood, Bill 20.9.06)
Bug 24.10.06: SVD raises error for (n x 2n) matrices (thanks to Bruce
MacWilliams)
MATRIX.XLA - Ver. 2.2.2 - Nov 2006
--------------------------------------------------------------------------------Bug 8.11.06: Macro multiplication error for (1 x 1) matrix result(thanks to
Darrik V. Heyd)
Document correction for MatEigenvector_Pow (thanks to Hood, Bill 20.9.06)
Bug 24.10.06: SVD raises error for (n x 2n) matrices (thanks to Bruce
MacWilliams)
Document correction for MatEigenvector_Pow (thanks to Hood, Bill 20.9.06)
MATRIX.XLA - Ver. 2.2 - Ago 2006
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Function
Function
Function
Function
Tutorial

matrix_review
M_POW_C - Complex matrix power (proposed by Raj Sinha 14.4.2006)
REGRCIR
- circular regression
REGRL
- can also return the standard deviations
REGRP
- can also return the standard deviations
and help-on-line revision (thanks to Robert de Levie and David Forfar)

MATRIX.XLA - Ver. 2.1 - March 2006

--------------------------------------------------------------------------------Macros for sparse linear systems
Function M_DETPAR - Parameteric determinant
Function SYSLIN_ITER_G - Relaxation parameter added
Bug 05.02.06: Macro Gauss-Step-ByR did not return last matrix if it is singular
Bug 28.01.06: function SYSLIN3 determinant overflow for large matrices
MATRIX.XLA - Ver. 2.0.1 - Jan 2006
--------------------------------------------------------------------------------only minor bugs fixed
MATRIX.XLA - Ver. 2.0 - Jan 2006
--------------------------------------------------------------------------------function MAT_QH - factorization QH by Arnoldi-Lanczos algorithm
Poly_Root: now it uses the Siliak + Ruffini algorithm
function MatOrthoGS - orthogonalization with modified Gram-Schmidt algorithm
Bug 13.07.05: Macro QR did not accept a rectangular matrix
Bug 02.11.05: HQR routine incorrect results for large unbalanced matrices
MATRIX.XLA - Ver. 1.9 - July 2005
--------------------------------------------------------------------------------Function MatCplx
- converts 2 real matrices into a complex matrix
Function JoinCol
- Build a matrix with separate columns
Function JoinRow
- Build a matrix with separate rows
Function MatChar
- Characteristic matrix A-xI
Function MatChar_C - Complex Characteristic matrix A-zI
Function M_ABS_C
- Complex vector or matrix norm
Function M_ADD_C
- Complex matrix addition A+B
Function M_SUB_C
- Complex matrix subtraction A-B
Function M_PRODS_C - Complex matrix-scalar multiplication A*B
Function MTC
- Transpose of complex matrix
Function MTH
- Transpose-conjugate of complex matrix
Function M_INV
- Improved accuracy for Tartaglia's integer matrices
Function Mat_Pseudoinv
- Moore-Penrose Pseudoinverse A^+
Function VectAngle
- Angle of two vectors
Function MatCharPoly_C
- Characteristic polynomial of complex matrix
Function Poly_Roots_QRC - Roots of complex polynomial with QR method
Function MatNormalize_C - Complex normalization
Function Mat_Hilbert_inv
- Inverse of Hilbert's matrix
Function MatEigenvalue_QRC
- Eigenvalues of complex matrix
Function MatEigenvector_C
- now works also for complex matrix
Function MatEigenvectorInv_C - Eigenvectors of complex matrix
Function MatEigenSort_Jacobi - Sort the eigenvectors in descending order (thanks
to Carlos Aya)
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Bug fix 06.06.05 - MatNromalize returned #Value for null vectors
Bug fix 29.03.05 - pivot strategy in routine GJC (thanks to Jim Lux)
Bug fix 10.01.05 - macro Gauss step-by step: too high coefficients for decimal
numbers
Fixed installation problems (thanks to Vladimir Zakharov)
Substituted the static toolbar with a dynamic toolbar to avoid problems following
to the Excel crashes
MATRIX.XLA - Ver. 1.8.1 - July 2004
--------------------------------------------------------------------------------Macro Random Toeplitz generator
Function SYSLIN_TPZ
- Solves Toeplitz Linear system
Function M_MULT_TPZ
- Multiplies a Toeplitz matrix for a vector
Function M_TPZ_ERR
- Check if a matrix is a Toeplitz form
Bug fix 23.07.04 - MatEigenvalue_QR and Mat_hessemberg return incorrect values
(thanks to Levent Kayili)
MATRIX.XLA - Ver. 1.6 - May 2004
--------------------------------------------------------------------------------Macro Gauss_Step - Didactic macro for reducing to the diagonal or triangular
form
with the Gauss-Jordan algorithm
Macro Shortest_Path - Generates the shortest path matrix (up to 255 x 255) from
its distance matrix
Macro Graph drawing - Draws a graph from its adjacent matrix
Macro Block reduction - transforms a matrix into a block-partioned form
Macro Matrix Operations - Several common tasks: multiplication, inversion,
addition, etc.
Macro Matrix methods for round-off clean-up and decimal rounding.
Function Mat_Block
- returns the block-partioned form of a given matrix
Function Mat_Block_Perm - returns the permutation matrix for the block reduction
Bug fix 1.02.04 - ProdScal_C returns incorrect value
MATRIX.XLA - Ver. 1.5 - Jan 2004
--------------------------------------------------------------------------------Finally all the functions will appear in the category "Matrix" of the function
wizard,
thanks to the FunCustomize.dll of Laurent Longre (http://longre.free.fr)
The following new functions are added:
Interpolate
Pieces polynomial interpolation
Mat_Adm
Admittance matrix of a Linear Network Graph
Mat_Leontief
Leontief matrix for IO-Analysis
M_DET_C
Determinant for complex matrix
All complex functions now accept the parameter "CFormat" to set one of the
following formats:
- splitted matrix format
- interlaced matrix format
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- string matrix format
The following functions are modified:
M_MULT_C
Complex matrices multiplication with CFormat
M_INV_C
Complex matrix inversion with CFormat
SYSLIN_C
Complex linear system with CFormat
ProdScal_C
Complex vectors scalar product with CFormat
REGRP
Polynomila regression. Parameter "Degree" added
MatNormalize
The normalize number has changed. New parameter Tiny has added
The following bugs are fixed:
Bug 25.11.03
Varimax gives the wrong sign
(thanks to Steve Futch)
Bug 20.12.03
MatEigenvector_inv. Iteration limit could fail under certain
condition
Bug 09.11.03
Switch off/on the determinat computing in the GJ() Gauss-Jordan
routine
This avoid the determinant overflow error during the matrix inverse computing
Now also this addin has a little menu bar "Matrix Tool" performing useful matrix
operations: selecting, coping piece of matrix, and running macros. And of course
for calling Matrix help.
The following new macros are added:
Matrix Selector - Selects special matrix format: triangular, diagonal,
tridiagonal
Matrix Scarp Paster - Pastes matrix pieces in the worksheet
Matrix Generator - Generates several kind of matrices: random, tartaglia,
hilbert, etc.
MATRIX.XLA- Ver. 1.4 - Sept 2003
--------------------------------------------------------------------------------The following new functions are added:
MatEigenvalue_QL
Real eigenvalues for tridiagonal matrices with QL
algorithm
MatEigenvalue_TridUni
Eigenvalues of tridiagonal uniform matrices
Mat_Hessemberg
Returns the Hessemberg form of a matrix
Poly_Roots_QR
Polynomial rootfinder with QR method
MatEigenvector3
Eigenvalues of tridiagonal matrices
Mat_QR_iter
Performs the diagonalization with the QR iterative method
The following functions are modified:
MatEigenvalue_QR
Now returns real and complex eigenvalues of any real
matrix
SYSLIN3
Partial pivot strategy for tridiagonal matrices reduction
The following bugs are fixed:
Mat_QR
return #VALUE for rectangular matrices
(many thanks to Bob Chesebrough, Bob Foulser, Tom Lasinski)
SYSLIN3
incorrect return "?" if b1=0
MATRIX.XLA - Ver. 1.3 - May 2003
--------------------------------------------------------------------------------The following new functions are added:
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REGRP
M_T
M_DET3
M_MULT3
SYSLIN3
SYSLIN_T
RRMS
MatPerm
M_TRIA_ERR
MatNorm

matrix_review
polynomial regression
new function name for transpose matrix (the old was too verbose)
determinant for tridiagonal matrix
multiply tridiagonal matrix
tridiagonal linear system
triangular linear system with back/forward algorithms
residuals root mean squares
permutation matrix
return the average error for a tringular matrix
norm of a matrix/vectors (norm 0, 1, 2, 3)

Matrix Icon added

REGRL bug fixed: #VALUE returned for one column parameter x
REGRL accuracy improved.
MAT_LU was modified. Now return also the permuation matrix P, being A = PLU
MatNormalize bug fixed: uncorrected value returned
M_DET
accuracy improved for integer matrices
M_INV
accuracy improved for integer matrices
SYSLIN accuracy improved for integer matrices
M_EXP
efficence improved with the Pad?approximation (thanks to Gregory Klein)
MATRIX.XLA - Ver. 1.2.1 - February 2003
--------------------------------------------------------------------------------Only minor bug fixed
MATRIX.XLA - Ver. 1.2 - January 2003
--------------------------------------------------------------------------------The following new functions are added:
MatNormalize
Returns the matrix normalized
MatEigenvector_pow
Calculate all eigenvectors with power's iterative method
MatEigenvalue_pow
Calculate all eigenvalues with power's iterative method
MatEigenvector_max
Returns the eigenvector associate to the dominant
eigenvalue
MatEigenvalue_max
Returns the dominant eigenvalue with power's iterative
method
MatEigenvector_C
Returns the complex eigenvector for complex eigenvalue
M_MULT_C
Complex matrices multiplication
SYSLIN_C
Complex linear system
M_INV_C
Complex matrix inversion
ProdScal_C
Complex scalar product
Poly_Roots
Polynomial roots finder with Lin-Bairstow algorithm
Simplex
Linear optimization with Simplex method
the following functions are changed
set default MaxLoops=100 instead of 1 for the following functions:
MatEigenvalue_Jacobi
iterative Jacobi method
MatEigenvector_Jacobi
iterative Jacobi method
MatEigenvalue_QR
iterative QR method
MatCharPoly
Characteristic polinomila (ex Newton_Girard)
The version fix the following bug:
SYSLINSING: improving detection of singular solution by mopup
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MatEigenvector: add MaxErr parameter for approximate eigenvalue computing
MatRndEigSym: worked only for matrices up to 3x3
MATRIX.XLA - Ver. 1.1 - July 2002
--------------------------------------------------------------------------------Let's begin with bug <:-)
This version fixes the following bugs:
- functions SYSLIN, SYSLINSING return #VALUE for matrix larger than 8x8
this is due to an overflow of GaussJordan routine (Thanks to Sebasti
Sombra)
- Help button of the starting pop-up does not work
(Thanks to Robert Pigeon)
The followin new functions are added:
M_DIAG
Returns a diagonal matrix from a vector
M_DIAG_ERR
Diagonalization error; it measures the distance from the diagonal
form
M_RANK
Matrix Rank
(Thanks to Bernard Wagner routine)
Path_Floyd
All-pairs-path of Graph with Floyd's algorithm
Path_Min
Returns the shortest path of a Graph with Floyd's algorithm
MatDiagExtr
Diagonal extractor
(Thanks to Giacomo Bruzzo's idea)
M_EXP
Matrix Exponential serie expansion
M_EXP_ERR
Error of matrix exponential serie expansion
MatRndEigSym
Random symmetric matrix with given eigenvalues
svdcmp routine Singular Value Decomposition A=U*D*V^t (Thanks to Numerical
Recipes Software)
SVD_U
Returns the 1?orthogonal matrix of SVD
SVD_D
Returns the 2?Diagonal matrix of SVD
SVD_V
Returns the 3?orthonormal matrix of SVD
MatMopUp
Matrix mop-up of round-off errors
REGRL
Linear regression with SVD
MatCovar
Covariance matrix
MatCorr
Correlation matrix
MatCmpn
Companion matrix
MatRot
Returns the orthogonal planar rotation matrix
VarimaxRot
Varimax Kaiser's method (Thanks to Christer Johansson)
VarimaxIndex
Returns the Varimax index of a given Factors matrix
The following macros are modified
- Gauss_Jordan_Step
stopped when recognizes det=0; now continues as you like;
added input parameter for integer/decimal elaboration.
- MatExtract
ectracts a matrix can have the same rows / columns than the
original one
- SYSLINSING
added optional MaxErr param. to correct responce with
nearly-singular matrix
- Gauss_Jordan added optional dTiny param. to correct responce with
nearly-singular matrix
- M_PROD
Modified for matrix productory
M_PROD(A;B;C;...)=[A]*[B]*[C]*...
- ProdScal
Now can accept any other vector function argument (Thanks to
Robert Pigeon)
- ProdVect
Now can be nested with any other vector function
- Mat_QR
Now can accept rectangular matrix (Thanks to Ola Mtensson)
MATRIX.XLA - Ver. 1.0 -

February 2002
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matrix_review
--------------------------------------------------------------------------------First release. The following functions are create:
M_ABS
Euclidean Norm of vector or matrix
M_ADD
Matrices addition
M_BAB
Similarity transform
M_DET
Determinant
M_INV
Matrix inverse
M_POW
Power of matrix
M_PROD
Matrices product
M_SUB
Matrices subtraction
M_TRAC
Trace
M_TRANSP
Matrix transpose
M_ID
Matrix Identity (I)
ProdScal
Scalar Product (inner)
ProdVect
Vector Product
MatEigenvalue_Jacobi
Eigenvalues of symmetric matrix with Jacobi algorithm
MatEigenvalue_QR
Eigenvalues with QR algorithm
MatEigenvector Eingen Eigenvectors
MatEigenvector_Jacobi
Eingen Eigenvectors of symmetric matrix with Jacobi
algorithm
Newton_Girard
Eingen Characteristic polynomial coefficients
MatRnd Generation
Random matrix
MatRndEig
Random matrix with given eigenvalues
MatRndRank
Random matrix with given rank or det
MatRndSim
Random symmetric matrix with given rank or det
MatRndUni
Random symmetric matrix with given rank or det
Mat_Hilbert
Returns Hilbert's matrix
Mat_Householder Returns Houseolder matrix
Mat_Tartaglia
Returns Tartaglia's matrix
Mat_Vandermonde Returns Vandermonde's matrix
Gauss_Jordan_step
Gauss Jordan algorithm step by step
SYSLIN
Solve Linear System
SYSLIN_ITER_G
Solve Linear System with Gauss-Seidel algorithm
SYSLIN_ITER_J
Solve Linear System with Jacobi algorithm
SYSLINSING
Solve Singular Linear System
TRASFLIN
Linear Transform
Gram_Schmidt
Gram-Schmidt's Orthonormalization
Mat_Cholesky
Cholesky decomposition
Mat_LU
LU decomposition
Mat_QR
QR decomposition
MatExtract
Extract sub-matrix
MatOrtNorm
Orthonormalization
MatRotation_Jacobi
Jacobi's rotation matrix

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