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  1. #1
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    Matrix multiplication in VBA (not the application. one)

    Hello everyone

    I'm currently building a set of VBA functions to calculate some financial stuff. I have to do a lot of matrix multiplication, and i've ran into a very annoying issue. I'm sure it's just me who doesn't understand how VBA works properly yet.

    So, in this example, i'm calculating a scalar from a set of matrices. My issue is, however, that i simply does not work. The nominator and denominator calculates perfectly seperatly and i can also output them - but i cannot take the fraction between them. Also, just to test if it was a general problem i noticed that i cannot subtract, multiply them either. So i suppose that i'm doing something generally wrong. Here's my code

    Can anyone explain to me what i'm doing wrong? Help is greatly appreciated as this really annoys me!

    -----------------------------------------------------------------------------
    Public Function TMVMuTanN(ExcessMu As Variant, Sigma As Variant) As Variant
    
    
        Dim onevector As Variant
        ReDim onevector(1 To 3, 1 To 1)
        Dim i As Double
    
    
           onevector(1, 1) = 1
           onevector(2, 1) = 1
           onevector(3, 1) = 1
    
    
        With Application.WorksheetFunction
        TMVMuTanN = (.MMult(.MMult(.Transpose(onevector), .MInverse(Sigma)), ExcessMu)) / (.MMult(.MMult(.Transpose(ExcessMu), .MInverse(Sigma)), ExcessMu))
        End With
        
    End Function
    -----------------------------------------------------------------------------

    EDIT: The function takes to matrices as input, excessMu and Sigma (yes it's Markowitz analysis hehe)
    Last edited by SamT; 06-10-2015 at 06:32 AM.

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