writing function in VBA

Hi everyone,

I've got a function written in R that I want to convert into VBA. The function takes in 2 arguments a matrix of data and a tolerance level (scalar). I ideally would like the data input in an Excel spreadsheet - matrix and scalar and output the data to a location on another spreadsheet. This is my function in R:

# read in matrix 'x' and scalar 'tol'
# x is a square matrix
PowerMethod <- function(x, tol) {   
   # calculate covariance matrix of x
	my.mat <- var(x, na.method="available")
  # find the number of rows or columns of x
	matSize <- dim(my.mat)[1]
  # create a new matrix of the output data
	eigenVec <- matrix(NA, nrow=matSize, ncol=matSize)
	eigenVal <- rep(NA, matSize)
 # for the length of the rows/columns of x do this
	for(j in 1:matSize) {
 # initial guess for x
		x <- rep(1, matSize)
 # calculate yk
		yk <- my.mat%*%x
 # n1 and n2 are the normalised vectors of x and yk for the tolerance
		n1 <- (1/sqrt(sum(x^2)))*x
		n2 <- (1/sqrt(sum(yk^2)))*yk
 # if tolerance level isn't satisfied then do while loop
 		while(any(abs(n1-n2)>tol)) {
 # calculate beta which is the element of yk with the largest magnitude
			beta <- yk[abs(yk)==max(abs(yk))]
 # update the value of x
			x <- (1/beta)*yk
			yk <- my.mat%*%x
 # update the values of n1 and n2
			n1 <- (1/sqrt(sum(x^2)))*x
			n2 <- (1/sqrt(sum(yk^2)))*yk
		}
 # put the values of n1 and beta into the output matrix and vector
		eigenVec[,j] <- n1
		eigenVal[j] <- beta
 # update the value of the covariance matrix
		my.mat <- my.mat - eigenVal[j]*eigenVec[,j]%*%t(eigenVec[,j])
	}
 # output the matrix and vector of eigenvectors and eigenvalues 
	list(values=eigenVal, vectors=eigenVec)
}

Would really appreciate any help on this.

John