Excel UDF for bilinear interpolation

interp2d.bas

Function Int2d(rowLookup As Double, colLookup As Double, lookupRange As Range) As Double
'This function performs 2 dimensional linear interpolation using built-in linear functions
'Lookup range includes column and row lookup values
Dim Row, col As Integer
Dim RowVals, ColVals, lookup As Variant
Dim sl1, sl2, sl3, int1, int2, int3, col1, col2 As Double
    Row = 1
    col = Row
    On Error Resume Next
    Row = WorksheetFunction.Match(rowLookup, lookupRange.Offset(1, 0).Columns(1), 1)
    col = WorksheetFunction.Match(colLookup, lookupRange.Offset(0, 1).Rows(1), 1)

    RowVals = lookupRange.Offset(Row, 0).Columns(1).Resize(2, 1).Value
    ColVals = lookupRange.Offset(0, col).Rows(1).Resize(1, 2).Value
    lookup = lookupRange.Offset(Row, col).Resize(2, 2).Value

    sl1 = WorksheetFunction.Slope(Array(lookup(1, 1), lookup(1, 2)), Array(ColVals(1, 1), ColVals(1, 2)))
    sl2 = WorksheetFunction.Slope(Array(lookup(2, 1), lookup(2, 2)), Array(ColVals(1, 1), ColVals(1, 2)))
    int1 = WorksheetFunction.Intercept(Array(lookup(1, 1), lookup(1, 2)), Array(ColVals(1, 1), ColVals(1, 2)))
    int2 = WorksheetFunction.Intercept(Array(lookup(2, 1), lookup(2, 2)), Array(ColVals(1, 1), ColVals(1, 2)))
    col1 = colLookup * sl1 + int1
    col2 = colLookup * sl2 + int2

    sl3 = WorksheetFunction.Slope(Array(col1, col2), Array(RowVals(1, 1), RowVals(2, 1)))
    int3 = WorksheetFunction.Intercept(Array(col1, col2), Array(RowVals(1, 1), RowVals(2, 1)))
    
    Int2d = rowLookup * sl3 + int3
End Function