Mathias Brandewinder on .NET, F#, VSTO and Excel development, and quantitative analysis / machine learning.
by Mathias 27. November 2011 07:59

Earlier this month, on Simon Murphy’s blog, the project to organize a UK Excel Developer conference 2012 in London quickly took shape. As of now, the planned date is in the January 24 to 26 range, with a pretty cool agenda, covering most of the recent developments Excel developers should know about. I am looking forward to it!

I’ll be talking for about an hour on VSTO (Visual Studio Tools for Office). VSTO can be both awesome and painful: I plan on demoing building an Excel add-in from the ground up, illustrating some of the benefits and drawbacks/pitfalls of that approach, so that you know when it’s the right time to go that route.

If there are any topics or questions you are specifically interested in, please let me know in the comments – I’ll be happy to take requests.

As an aside, I usually talk at .NET developers events, where I need to convince the audience that developing for Excel (or Office) isn’t a terrible idea. This will be my first time with an Excel developers audience, and I expect the opposite challenge, namely why bother with C#/VB.NET and Visual Studio when VBA is free and works just fine?

Check out the Excel Conference page and Simon’s blog for updates.


Picture from the amazing series “The Kitten Covers

by Mathias 13. June 2010 12:30

In my last post I explored how ExcelDNA can be used to write high-performance UDFs for Excel, calling .Net code without the overhead of VSTO. Using .Net instead of VBA for intensive computations already yields a nice improvement. Still, I regretted that ExcelDNA supports .Net up to 3.5 only, which puts the Task Parallel Library off limits – and is too bad  because the TPL is just totally awesome to leverage the power of multi-cores.

As it turned out, this isn’t totally correct. Govert  Van Drimmelen (the man behind ExcelDNA) and Jon Skeet (the Chuck Norris of .Net) pointed that while the Task Parallel Library is a .Net 4.0 library, the Reactive Extensions for .Net 3.5 contains an unsupported 3.5 version of the TPL – which means that it should be possible to get parallelism to work with ExcelDNA.

This isn’t a pressing need of mine, so I thought I would leave that alone, and wait for the 4.0 version of ExcelDNA. Yeah right. Between my natural curiosity, Ross McLean’s comment (have fun at the Excel UK Dev Conference!), and the fact that I really want to know if I could get the Walkenbach test to run under 1 second, without too much of an effort, I had to check. And the good news is, yep, it works.

Last time we saw how to turn an average PC into a top-notch performer; let’s see how we can inject some parallelism to get a smoking hot calculation engine.


by Mathias 7. June 2010 10:23

Some time ago, I came across ExcelDNA, an open-source library designed to integrate .Net into Excel, via a  post by the Grumpy One, who described it as an interesting way to get Excel to talk to a compiled library. Sounds right down my alley, but I still managed to let 6 months pass until I finally tried it.

This reminded me of another post, by J-Walk this time, where he uses a random walk simulation in VBA to benchmark system performance. Back then, I ran the VBA code, and also the equivalent C# in a console app, out of curiosity: 11.38 seconds, vs. 2.73 seconds. Why not try the same experiment, and see if we can get the best of both worlds and bring some of the C# power into Excel via ExcelDNA?

So I created a Class Library, with the following method, a close equivalent to the VBA benchmark code:

public class Experiment
  public static string RandomWalk()
     var stopwatch = new Stopwatch();
     var position = 0;
     var random = new Random();
     for (var run = 0; run < 100000000; run++)
        if (random.Next(0, 2) == 0)
     var elapsed = (double)stopwatch.ElapsedMilliseconds / 1000d;
     return "Position: " + position.ToString() + ", Time: " + elapsed.ToString();



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