Excel to Alglib via xlwings

The Alglib library provides many valuable numerical analysis routines, but the VBA version is no longer actively maintained.  The latest versions are available in C++, C#, and Python, of which the Python version (in conjunction with xlwings) provides the easiest interface with Excel.

An Alglib/Python based spreadsheet has previously been presented here.  I have now updated this to the latest versions of xlwings and Alglib, added additional solver and linear algebra functions, and updated the Python code to make better use of the xlwings auto-import functionality, which generates the necessary VBA code at the touch of a button.  The new spreadsheet can be downloaded from:

xlAlglib.zip

As usual, the download files include full open source code.

To install the necessary files:

  1. Install Python, either version 2 or 3.  The Anaconda Python package will also install xlwings, but see below.
  2. Install or update to the latest version of xlwings (0.11.04 at the time of writing).  If the automatic install delivers an earlier version, see here.
  3. Install Alglib.
  4. Copy the contents of the xlAlglib zip file to any convenient location.
  5. Any problems, please let me know.

The screenshots below show the functions available in the new version.  Future posts will look in more detail at specific examples, and procedures for modifying the Python code.

List of functions:

Spline Functions:

Parametric Splines:

Rational Interpolation Function:

2D and 3D Interpolation:

Fit a spline to scattered data:

Polynomial fitting:

Non-Linear Fitting:

Fit Polynomial to scattered data:

Radial Basis Function Interpolation:

Levenberg-Marquardt optimisation:

Integration of Cubic Splines:

Differentiation of Cubic Splines:

Matrix algebra:

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This entry was posted in AlgLib, Curve fitting, Excel, Link to Python, Maths, Newton, Numerical integration, UDFs, VBA, xlwings and tagged , , , , , , , , , . Bookmark the permalink.

3 Responses to Excel to Alglib via xlwings

  1. Pingback: #Excel Super Links #126 – shared by David Hager | Excel For You

  2. Pingback: Evaluating text and calling Python functions from Excel with xlwings | Newton Excel Bach, not (just) an Excel Blog

  3. Pingback: Using Alglib least-squares solvers | Newton Excel Bach, not (just) an Excel Blog

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