I want to ask some question about eigenvector centrality. I have to compute a eigenvalue using power iteration. This is my code to compute eigenvalue :
v=rand(165,1);
for k=1:5
w = data_table*v;
lamda = norm(w);
v = w/lamda;
end
When I have get a single eigenvalue, I confused to compute eigenvector score using a single eigenvalue that I had get it. for example in my code to compute eigenvalue I get dominant eigenvalue = 78.50. With this eigenvalue score, I want compute eigenvector score. usually, we always compute eigenvalue and eigenvector using code for example : [U,V] = eig(data_matrix); but, the result from that code :
v =
-167.59 0 0
0 -117.51 0
0 0 -112.0
V =
0.0404505 0.04835455 -0.01170
0.0099050 -0.0035217 -0.05561
0.0319591 -0.0272589 0.018426
From the result we compute the Eigenvector using three eigenvalue score. My question is how to compute the eigenvector score but just using only one eigenvalue score that we get in power iteration code ?