performance - How to optimize vlookup for high search count ? (alternatives to VLOOKUP)

Question

I am looking for alternatives to vlookup, with improved performance within the context of interest.

The context is the following:

• I have a data set of {key;data} which is big (~ 100'000 records)
• I want to perform a lot of VLOOKUP operations on the dataset (typical use is to reorder the whole dataset)
• My data set has no duplicate keys
• I am looking only for exact matches (last argument to VLOOKUP is FALSE)

A schema to explain :

Reference sheet : ("sheet1")

        A           B
     1
     2  key1        data1
     3  key2        data2
     4  key3        data3
   ...  ...         ...
 99999  key99998    data99998
100000  key99999    data99999
100001  key100000   data100000
100002

Lookup sheet:

        A           B
     1
     2  key51359    =VLOOKUP(A2;sheet1!$A$2:$B$100001;2;FALSE)
     3  key41232    =VLOOKUP(A3;sheet1!$A$2:$B$100001;2;FALSE)
     4  key10102    =VLOOKUP(A3;sheet1!$A$2:$B$100001;2;FALSE)
   ...  ...         ...
 99999  key4153     =VLOOKUP(A99999;sheet1!$A$2:$B$100001;2;FALSE)
100000  key12818    =VLOOKUP(A100000;sheet1!$A$2:$B$100001;2;FALSE)
100001  key35032    =VLOOKUP(A100001;sheet1!$A$2:$B$100001;2;FALSE)
100002

On my Core i7 M 620 @2.67 GHz, this computes in ~10 minutes

Are there alternatives to VLOOKUP with better performance in this context ?

Answer 1

I considered the following alternatives:

• VLOOKUP array-formula
• MATCH / INDEX
• VBA (using a dictionary)

The compared performance is:

• VLOOKUP simple formula : ~10 minutes
• VLOOKUP array-formula : ~10 minutes (1:1 performance index)
• MATCH / INDEX : ~2 minutes (5:1 performance index)
• VBA (using a dictionary) : ~6 seconds (100:1 performance index)

Using the same reference sheet

1) Lookup sheet: (vlookup array formula version)

         A          B
     1
     2   key51359    {=VLOOKUP(A2:A10001;sheet1!$A$2:$B$100001;2;FALSE)}
     3   key41232    formula in B2
     4   key10102    ... extends to
   ...   ...         ... 
 99999   key4153     ... cell B100001
100000   key12818    ... (select whole range, and press
100001   key35032    ... CTRL+SHIFT+ENTER to make it an array formula)
100002

2) Lookup sheet: (match+index version)

         A           B                                       C
      1
      2  key51359    =MATCH(A2;sheet1!$A$2:$A$100001;)       =INDEX(sheet1!$B$2:$B$100001;B2)
      3  key41232    =MATCH(A3;sheet1!$A$2:$A$100001;)       =INDEX(sheet1!$B$2:$B$100001;B3)
      4  key10102    =MATCH(A4;sheet1!$A$2:$A$100001;)       =INDEX(sheet1!$B$2:$B$100001;B4)
    ...  ...         ...                                     ...
  99999  key4153     =MATCH(A99999;sheet1!$A$2:$A$100001;)   =INDEX(sheet1!$B$2:$B$100001;B99999)
 100000  key12818    =MATCH(A100000;sheet1!$A$2:$A$100001;)  =INDEX(sheet1!$B$2:$B$100001;B100000)
 100001  key35032    =MATCH(A100001;sheet1!$A$2:$A$100001;)  =INDEX(sheet1!$B$2:$B$100001;B100001)
 100002

3) Lookup sheet: (vbalookup version)

       A          B
     1
     2  key51359    {=vbalookup(A2:A50001;sheet1!$A$2:$B$100001;2)}
     3  key41232    formula in B2
     4  key10102    ... extends to
   ...  ...         ...
 50000  key91021    ... 
 50001  key42       ... cell B50001
 50002  key21873    {=vbalookup(A50002:A100001;sheet1!$A$2:$B$100001;2)}
 50003  key31415    formula in B50001 extends to
   ...  ...         ...
 99999  key4153     ... cell B100001
100000  key12818    ... (select whole range, and press
100001  key35032    ... CTRL+SHIFT+ENTER to make it an array formula)
100002

NB : For some (external internal) reason, the vbalookup fails to return more than 65536 data at a time. So I had to split the array formula in two.

and the associated VBA code :

Function vbalookup(lookupRange As Range, refRange As Range, dataCol As Long) As Variant
  Dim dict As New Scripting.Dictionary
  Dim myRow As Range
  Dim I As Long, J As Long
  Dim vResults() As Variant

  ' 1. Build a dictionnary
  For Each myRow In refRange.Columns(1).Cells
    ' Append A : B to dictionnary
    dict.Add myRow.Value, myRow.Offset(0, dataCol - 1).Value
  Next myRow

  ' 2. Use it over all lookup data
  ReDim vResults(1 To lookupRange.Rows.Count, 1 To lookupRange.Columns.Count) As Variant
  For I = 1 To lookupRange.Rows.Count
    For J = 1 To lookupRange.Columns.Count
      If dict.Exists(lookupRange.Cells(I, J).Value) Then
        vResults(I, J) = dict(lookupRange.Cells(I, J).Value)
      End If
    Next J
  Next I

  vbalookup = vResults
End Function

NB: Scripting.Dictionary requires a referenc to Microsoft Scripting Runtime which must be added manually (Tools->References menu in the Excel VBA window)

Conclusion :

In this context, VBA using a dictionary is 100x faster than using VLOOKUP and 20x faster than MATCH/INDEX