PA=LU factorization of a matrix in Excel/VBA
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I did my bachelors in business, but am studying informatics now. This blog is about different topics of informatics that could be useful in business context. Excel, its VBA and Solver (operations research) are considered – as I also teach business students. Data mining and visualization are amongst the things I study.
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1 comment:
Solution of Linear Systems of Equations by LU Factorisation in Excel
An Excel spreadsheet for demonstrating the LU factorisation method can be downloaded from the following link. The spreadsheet demonstrates the LU factorisaton method on a 3x3, a 5x5 and a 10x10 sytem of equations.
http://www.numerical-methods.com/Excel_VBA/LU.xlsm
The file contains the the VBA modules LU.bas that carries out the LU factorisation of a square matrix of any dimension and the module LUfbsub.bas that carries out the forward and back substitution process that is required to go on to solve a linear system of equations following LU factorisation of the matrix.
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