FOXES TEAM
Tutorial for BigMatrix.xla
Linear Algebra
for
Big Matrices
Volum
e
b
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TUTORIAL FOR BIGMATRIX.XLA
Linear Algebra for Big Matrices
ã 2003, by Foxes Team
Roma, Italy
leovlp@libero.it
Turorial for Bigmatrix.xla
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BigMatrix for EXCEL
Package - ver. 1.0- Jan. 2003 - by Leonardo Volpi
BigMatrix is a tool for managing and performing heavy computation of large matrices with thousand
of elements. The inversion of large structured matrices is a delicate problem which often arises in
statistic, in finite element modeling applications, or in non-stationary inverse filtering problems in
signal processing. Inversion or multiplication of matrices up to 200 x 200 needs same tips that are
not usual present in common PC programs
Hope this little work will be useful for someone.
Index
About BigMatrix.xla ...................................................................................................................... 3
How to install............................................................................................................................... 4
How to unisintall .......................................................................................................................... 5
How to select a big matrix ........................................................................................................... 6
Arithmetic accuracy ..................................................................................................................... 6
Elaboration time .......................................................................................................................... 9
Matrix manager ........................................................................................................................... 11
Matrix sub-selection .................................................................................................................. 14
Matrix operations........................................................................................................................ 17
Inversion.................................................................................................................................... 17
Transpose ................................................................................................................................. 22
Copy.......................................................................................................................................... 22
Move ......................................................................................................................................... 22
Addition ..................................................................................................................................... 22
Subtraction................................................................................................................................ 22
Multiplication ............................................................................................................................. 22
Scalar product ........................................................................................................................... 23
Linear System ........................................................................................................................... 24
Linear Regression ..................................................................................................................... 26
Example: Perform the StRD Longley test................................................................................................................. 26
Polynomial Regression.............................................................................................................. 29
Example: Perform the StRD Filippelli test................................................................................................................. 29
Summary of Certification Results for Linear Regression .......................................................................................... 32
Example: polynomial regression............................................................................................................................... 33
Mop-up...................................................................................................................................... 34
Round ....................................................................................................................................... 34
Norma ....................................................................................................................................... 34
Turorial for Bigmatrix.xla
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About BigMatrix.xla
Matrix selection – the usual way for input – is not very handy when we have to select ranges of
more than 10.000 cells
Standard 32 bit arithmetic in double precision is not more sufficient for ordinary accuracy.
Elaboration on-line – the usual way for Excel functions – becomes too heavy
To overcame these problems this addin has:
A matrices manger to select, copy, move, and input large range in a very simple way
Internal arithmetic of 30 significant digits; input and output are always done in 15 significant digits
Batch elaboration for the more heavy tasks like inversion and multiplication.
Turorial for Bigmatrix.xla
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How to install
This addin for Excel 97/98/2000 comprises 6 files:
1) BIGMATRIX.XLA
2) MAT_INV.EXE
3) MAT_MULT.EXE
4) REG_LIN.EXE
5) SYS_LIN.EXE
6) BIGMATRIX.HLP
Place all the above files in a folder of your choice. The addin is contained entirely in this
directory. Your system is not modified in any other way. If you want to uninstall this package,
simply delete its folder - it's as simple as that!
Follow the usual procedure for installing Excel Addins:
1) Open Excel
2) Select <Addins...> from the <Tools> menu
3) Once in the Addins Manager, search for and select BigMatrix.xla
4) Click OK and have fun!
Nella versione italiana di Excel, "Addin Manager" si chiama "Componenti aggiuntivi" a si trova nel menu Strumenti\
Modelli e aggiunte...
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