Excel Minverse function has truncation errors, and I would like to use
Gaussian Reduction to solve my eqn ( A.X = Y ) without using matrix
inversion.
I understand the theory and the maths - has anyone done this in MSExcel, or
has any ideas how I might do this?

[Basically, it involves Mmult with a triangular matrix to reduce terms below
the diagonal to zeros, until you then solve 'by inspection' from the bottom
up. Triangle matrix is similar to the identity matrix, but with one key
value replacing one of the zeros]

pseudo-code is presented in:

http://en.wikipedia.org/wiki/Gaussian_reduction

You would need to translate it to VBA.
--
Gary''s Student - gsnu200829


"David C" wrote:

Excel Minverse function has truncation errors, and I would like to use
Gaussian Reduction to solve my eqn ( A.X = Y ) without using matrix
inversion.
I understand the theory and the maths - has anyone done this in MSExcel, or
has any ideas how I might do this?

[Basically, it involves Mmult with a triangular matrix to reduce terms below
the diagonal to zeros, until you then solve 'by inspection' from the bottom
up. Triangle matrix is similar to the identity matrix, but with one key
value replacing one of the zeros]

Is there any guaranty that the VBA code he write will give results any
better than MINVERSE?
best wishes
--
Bernard V Liengme
Microsoft Excel MVP
http://people.stfx.ca/bliengme
remove caps from email

"Gary''s Student" wrote in message
...
pseudo-code is presented in:

http://en.wikipedia.org/wiki/Gaussian_reduction

You would need to translate it to VBA.
--
Gary''s Student - gsnu200829


"David C" wrote:

Excel Minverse function has truncation errors, and I would like to use
Gaussian Reduction to solve my eqn ( A.X = Y ) without using matrix
inversion.
I understand the theory and the maths - has anyone done this in MSExcel,
or
has any ideas how I might do this?

[Basically, it involves Mmult with a triangular matrix to reduce terms
below
the diagonal to zeros, until you then solve 'by inspection' from the
bottom
up. Triangle matrix is similar to the identity matrix, but with one key
value replacing one of the zeros]

No guarantee at all!

Clearly David is having problems with some of his matrices. The code in
wikipedia is small enough that it could be re-coded in a couple of hours.

David could compare the results from the Gaussian method to whatever
Microsoft uses.
--
Gary''s Student - gsnu200829


"Bernard Liengme" wrote:

Is there any guaranty that the VBA code he write will give results any
better than MINVERSE?
best wishes
--
Bernard V Liengme
Microsoft Excel MVP
http://people.stfx.ca/bliengme
remove caps from email

"Gary''s Student" wrote in message
...
pseudo-code is presented in:

http://en.wikipedia.org/wiki/Gaussian_reduction

You would need to translate it to VBA.
--
Gary''s Student - gsnu200829


"David C" wrote:

Excel Minverse function has truncation errors, and I would like to use
Gaussian Reduction to solve my eqn ( A.X = Y ) without using matrix
inversion.
I understand the theory and the maths - has anyone done this in MSExcel,
or
has any ideas how I might do this?

[Basically, it involves Mmult with a triangular matrix to reduce terms
below
the diagonal to zeros, until you then solve 'by inspection' from the
bottom
up. Triangle matrix is similar to the identity matrix, but with one key
value replacing one of the zeros]

Could be just a high "Condition Number" that's associated with his matrix.

http://en.wikipedia.org/wiki/Matrix_condition_number

Dana DeLouis


Gary''s Student wrote:
No guarantee at all!

Clearly David is having problems with some of his matrices. The code in
wikipedia is small enough that it could be re-coded in a couple of hours.

David could compare the results from the Gaussian method to whatever
Microsoft uses.

Thank you all - what I found was that Minverse was giving silly results, or
even ERROR messages, which could be changed by small changes in some of the
'A' matrix numbers; ie the fault may well lie in the source data not the
process. I wanted an alternative (and more compact) process to compare
results, to determine where the fault may lie.
Using Minverse to solve the Cosine matrix for a cyclic model, sometimes the
resulting coefficients were divergent too, adding to the instability. The
results, when reconstructed and compared with the data, did not even pass
through the data points.
f(A) = a0 + a1.cos A + ... + an.cos n.A + ...
F(a) = [ a0, a1, ... an, ... ]
Cos matrix . F(a) matrix = f(A) matrix

Still working the problem - grateful for comments.

"Dana DeLouis" wrote:

Could be just a high "Condition Number" that's associated with his matrix.

http://en.wikipedia.org/wiki/Matrix_condition_number

Dana DeLouis


Gary''s Student wrote:
No guarantee at all!

Clearly David is having problems with some of his matrices. The code in
wikipedia is small enough that it could be re-coded in a couple of hours.

David could compare the results from the Gaussian method to whatever
Microsoft uses.