In the past week I have discovered a couple of sites with open source maths related VBA code that I was previously unaware of, and which deserve to be better known:
“ALGLIB is a cross-platform numerical analysis and data processing library. ALGLIB aims to be highly portable: it supports several programming languages (C++, C# and other languages); it may be compiled with a wide variety of compilers and was tested under a wide variety of platforms. And it is free – ALGLIB is distributed under a GPL license (version 2 or later).”
All of the code is provided in VBA as well as various flavours of C and Fortran, and appears to be well documented and indexed. This makes it ideal for creating prototypes in VBA, and if desired converting to compiled dlls at a later date.
Axel’s home page sets new standards for minimal web site design, here it is in full:
various files for numerical or financial Math, free for download
But don’t be put off, there are many worthwhile files here, as well as some excellent articles on programming topics.