Ideally my UDF would return some double results, either in a form of double[,], double[] or as a custom object. I would like it to be all stored in a single cell in Excel and then use another UDF to extract them. It is similar like cache the result of a calculation and display it later on demand.
Is it possible?
One approach is to have an internal 'object store' in your Excel-DNA add-in, and then have a function that returns some kind of 'handle' to Excel, together with accessor functions that take the 'handle' and access the object as required. Cleaning up the objects you can create is a possible issue, but can be dealt with using some of the RTD features.
This discussion on the Excel-DNA group has an example of implementing this idea in F# - https://groups.google.com/group/exceldna/browse_frm/thread/138bc83923701e6d.