Author: CenterSpace

Accessing .Net Libraries in SQL Server

In previous posts we demonstrated calling CenterSpace's NMath libraries from Excel. Some customers asked if we could call these libraries from Microsoft's SQL Server so we decided to give it a shot. It turns out the problem is a substantially harder problem to solve as the SQL environment is an order of magnitude more complex. This post will show it is possible, but with a few caveats. T...
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Advanced Curve Fitting using Excel and NMath

In recent blog posts, we have discussed how to call CenterSpace's Libraries from Excel. In his March 2010 blog post, CenterSpace's Ken Baldwin demonstrated how to replicate Excel's existing Trendline functions using C# and NMath. In this post, we will demonstrate the advanced curve fitting functions available in the CenterSpace libraries that could be easily be integrated into Excel analysis wor...
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Absolute value of complex numbers

Max Hadley from Schlumberger in Southampton, UK came to us with an interesting bug report regarding the MaxAbsValue() and MaxAbsIndex() functions as applied to complex vectors in the NMathFunctions class.  Most of the time these methods worked as expected, but they would intermittently fail to correctly identify the maximum element in large vectors with similar elements. In researching the MKL ...
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Using C# and ExcelDNA to call .NET Libraries

In my last post, I demonstrated calling NMath from Excel using ExcelDNA and Visual Basic (VB) code. In this blog post, we will duplicate that functionality using C# instead of Visual Basic. In addition we will use the functionality of NMath to enabled the marshaling of data between Excel and NMath, and provide some additional code examples. The outcome of these blog articles should illustrate...
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Calling External .NET Libraries from Excel

There are many circumstances where you may need to access an external library of functions or routines from Excel.  For example, if you need a complex function such as fitting data to a surface, or portfolio optimization, that is not natively available in Excel.  There also may be a need to protect proprietary calculations by using user defined functions to process algorithms in a black box manner...
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