Today we move onto maths related downloads, starting with the ALGLIB maths library, which has featured here quite frequently:
Original post with link to site: ALGLIB
Note that all the spreadsheets listed above link to Ver 2.6 of the ALGLIB library, which is the latest release in VBA. At some stage I will link to later versions, which are available in C++, C#, VB.Net, and various flavours of Python, but the currently available VBA library remains a valuable resource, greatly extending the maths functionality available directly from Excel, and offering far better performance for maths intensive operations such as matrix functions.
Update Dec 2013:
Functions linking to the C# version of Alglib can be found at Compiled Matrix Functions for Excel; download file: http://www.interactiveds.com.au/software/Matrixdll-c%23.zip
For those wishing to use any of the ALGLIB routines in commercial applications, please read and observe the Licence Agreement