Alglib interpolations in C#/Excel-Dna

Some C# code again!

Alglib is a cross-platform numerical analysis and data processing library and it proposes a free edition, very useful to perform operations on matrices, minimizations, data analysis, differential equations… Here is an illustration of how you can expose alglib interpolation methods to Excel (with Excel-DNA).

The alglibnet2.dll is the C# version of the library. You should reference it to your project, and the project .dna file should contain the following mention as well:

<ExternalLibrary Path=”alglibnet2.dll” Pack=”true” />

In addition to the source code, you will find an Excel spreadsheet that implements these analytics. There is a VBA call to these interpolation methods, when you click on the ‘Interpolate’ button.

alglib interpolation exceldna

Alglib C# interpolation methods exposed to Excel/VBA