I have a matrix double[800][800] and I need to find largest eigenvalue of this matrix and corresponding eigenvector. As I managed to find, power iteration method is the best one for me, as my matrix is close to singular and standard functions can't help me. Does anyone know working code for this aplication of power iteration method?
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2 Answers
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did you check the next : http://www.bluebit.gr/net/
did you test C# to see if it can handle this size ? ( here show how )
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Take a look at ARPACK. The original code was Fortran, which you should be able to find on the Interwebs to download. Googling a bit seems to show that there are interfaces or maybe translations in other languages. I see something about C# and ARPACK [1].
[1] http://sweb.cityu.edu.hk/kincau/blog/files/0e9a2b646554191e9ddc831b697cf04d-1.html
