Power Iteration for the largest eigenvector in Java

Wikipedia

public double[] powerIt(double[][] a) {

    int n=a.length;

    double e = 0.5 * pow(10, -7);

    double[] b = new double[n];

    Random r = new Random(System.currentTimeMillis());

    for (int i = 0; i < n; i++) {

        b[i] = r.nextDouble();

    }



    double l0;

    double l1 = firstNonZero(b);

    do {

        l0 = l1;

        b = multiply(a, b);

        l1 = firstNonZero(b);

        b=multiply(b,1/l1);

    } while (abs(l1 - l0) > e);

    return b;

}

This is part of the Matrices project.Refer to Basic matrix calculations in Java for the missing secondary methods.