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Matthew Begue

Department of Mathematics

University of Maryland, College Park

Sources

Primary Sources

[2] David I Shuman, Benjamin Ricaud, and Pierre Vandergheynst,

Vertex-frequency analysis on graphs, preprint, (2013).

[3] David K Hammond, Pierre Vandergheynst, and Remi Gribonval

Wavelets on graphs via spectral graph theory, Applied and

Computational Harmonic Analysis 30 (2011) no. 2, 129-150.

Secondary Sources

[1] Fan RK Chung, Spectral Graph Theory, vol. 92, American

Mathematical Soc., 1997.

Why study graphs?

mathematics.

Vertices correspond to different sensors, observations, or data

points. Edges represent connections, similarities, or correlations

among those points.

Outline

Outline

Graph Preliminaries

Vertex set V = {xi }N

i=1 . |V | = N < .

Edge set, E:

symmetric, that is x y = y x.

We consider a function on a graph G(V , E) to be defined on the

vertex set, V . That is, we consider functions f : V C

Graph Preliminaries, cont.

connected to point x.

A graph is connected if for any x, y V There exists a sequence

{xj }Kj=1 V such that x = x0 and y = xK and (xj , xj+1 ) E for

j = 0, ..., K 1.

Laplaces operator

We can express this with the second difference formula

f (x + h) 2f (x) + f (x h)

f 00 (x) = lim .

h0 h2

x = k /2n for k Z, n N.

Each vertex has an edge connecting it to its two closest

neighbors.

1 1

f (x + 2n ) 2f (x) + f (x 2n )

f 00 (x) = lim .

n ( 21n )2

This is the sum of all the differences of f (x) with f evaluated at all

its neighbors (and then properly renormalized).

Laplaces operator

We can express this with the second difference formula

f (x + h) 2f (x) + f (x h)

f 00 (x) = lim .

h0 h2

x = k /2n for k Z, n N.

Each vertex has an edge connecting it to its two closest

neighbors.

1 1

f (x + 2n ) 2f (x) + f (x 2n )

f 00 (x) = lim .

n ( 21n )2

This is the sum of all the differences of f (x) with f evaluated at all

its neighbors (and then properly renormalized).

Graph Laplacian

Definition

The pointwise formulation for the Laplacian acting on a function

f : V R is X

f (x) = f (x) f (y).

yx

Let D denote the N N degree matrix, D = diag(dx ).

Let A denote the N N adjacency matrix,

1, if xi xj

A(i, j) =

0, otherwise.

Then the unweighted graph Laplacian can be written as

L = D A.

Equivalently,

dxi if i = j

L(i, j) = 1 if xi xj

0 otherwise.

Graph Laplacian

L=DA

the renormalized Laplacian, L = D 1/2 LD 1/2 , used in some of

the literature on graphs.

L is a symmetric matrix since both D and A are symmetric.

Spectrum of the Laplacian

N1

eigenvalues {k }k=0 with associated orthonormal eigenvectors

N1

{k }k=0 .

If G is finite and connected, then we have

0 = 0 < 1 2 N1 .

eigenvectors {k }N1

k=0 can vary. Throughout the paper, we

assume that the choice of eigenvectors are fixed.

Since L is Hermetian (L = L ), then we can choose the

eigenbasis {k }N1

k=0 to be entirely real-valued.

Let denote the N N matrix where the kth column is precisely

the vector k .

Easy to show that 0 1/ N.

Data Sets - Minnesota Road Network

50 50 50

49 49 49

48 48 48

47 47 47

46 46 46

45 45 45

44 44 44

43 43 43

98 97 96 95 94 93 92 91 90 89 98 97 96 95 94 93 92 91 90 89 98 97 96 95 94 93 92 91 90 89

50 50 50

49 49 49

48 48 48

47 47 47

46 46 46

45 45 45

44 44 44

43 43 43

98 97 96 95 94 93 92 91 90 89 98 97 96 95 94 93 92 91 90 89 98 97 96 95 94 93 92 91 90 89

Figure : Eigenfunctions corresponding to the first six nonzero eigenvalues.

Minnesota road graph (2642 vertices)

Data Sets - Sierpinski gasket graph approximation

1.8 1.8 1.8

1 1 1

0 0 0

1 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1 1 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1 1 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1

1.8 1.8 1.8

1 1 1

0 0 0

1 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1 1 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1 1 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1

Figure : Eigenfunctions corresponding to the first six nonzero eigenvalues.

Level-8 graph approximation to Sierpinski gasket (9843 vertices)

Data Sets - Sierpinski gasket graph approximation

0.015 0.01

0.005

0.01

0.005

0

0.005

0

0 0.005

0.005

0.005

0.01

0.01

0.01

0.015 0.015

0.015

2 2 2

0.5 0.5 0.5

1 1 1

0 0 0

0.5 0.5 0.5

0.5 0.5 0.5

0 1 0 1 0 1

0 0 0

2 2 2

0.5 0.5 0.5

1 1 1

0 0 0

0.5 0.5 0.5

0.5 0.5 0.5

0 1 0 1 0 1

Figure : Eigenfunctions corresponding to the first six nonzero eigenvalues.

Level-8 graph approximation to Sierpinski gasket (9843 vertices)

Outline

Motivation

Z

f () = f (t)e2it dt = hf , e2it i.

R

the eigenfunctions of the Laplace operator.

Analogously, we define the graph Fourier transform of a function,

f : V R, as the expansion of f in terms of the eigenfunctions of

the graph Laplacian.

Graph Fourier Transform

Definition

The graph Fourier transform is defined as

N

X

f (l ) = hf , l i = f (n)l (n).

n=1

(L).

The inverse Fourier transform is then given by

N1

X

f (n) = f (l )l (n).

l=0

become

f = f , f = f .

Parsevals Identity

With this definition one can show that Parsevals identity holds. That

is for any f , g : V R we have

hf , gi = hf , gi.

Proof.

This can be seen easily using the matrix notation since is an

orthonormal matrix. That is,

hf , gi = f g = ( f ) g = f g = f g = hf , gi.

N N1 2

2

X X

2

kf k`2 = |f (n)| = |f (l )|2 = f 2 .

`

n=1 l=0

Graph Modulation

eigenfunction.

Definition

For any k = 0, 1, ..., N 1 the graph modulation operator Mk , is

defined as

(Mk f )(n) = Nf (n)k (n).

N

On R, modulation in the time domain = translation in the

frequency domain,

M f () = f ( ).

d

The graph modulation does not exhibit this property due to the

discrete nature of the spectral domain.

Example - Movie

G =SG6

f (l ) = 2 (l) = f = 2 .

0.02

0.015

0.01

0.005

0.005

0.01

2

1.5 1

0.5

1

0

0.5

0.5

0 1

Example - Movie

G =Minnesota

f (l ) = 2 (l) = f = 2 .

50

49

48

47

46

45

44

43

98 97 96 95 94 93 92 91 90 89

Graph Convolution - Motivation and Definition

Z

f g(t) = f (u)g(t u) du.

R

setting. So we exploit the property

g)() = f ()g(),

(fd

Definition

For f , g : V R, we define the graph convolution of f and g as

N1

X

f g(n) = f (l )g(l )l (n).

l=0

Properties of graph convolution

N1

X

f g(n) = f (l )g(l )l (n).

l=0

Proposition

above satisfies the following properties:

1 fd g = f g.

2 (f g) = (f ) g = f (g).

3 Commutativity: f g = g f .

4 Distributivity: f (g + h) = f g + f h.

5 Associativity: (f g) h = f (g h).

Example

Consider the function g0 : V R by setting g0 (l ) = 1 for all

l = 0, ..., N 1. Then,

N1

X

g0 (n) = l (n).

l=0

N1

X N1

X

f (n) = f (l )l (n) = f (l )g0 (l )l (n)

l=0 l=0

= f g0 (n).

2

1.5

1.8

1.6

1

1.4

1.2

0.5

1

0.8

4

2 0.6

0

0 0.4

2

0.2

4

0.5

0 1 2 3 4 5 6 7 0

1 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1

Graph Translation

of as a convolution with u .

On R weR can calculate

u (k) = R u (x)e2ikx dx = e2iku (= k (u)).

Then by taking the convolution on R we have

Z Z

(Tu f )(t) = (f u )(t) = f (k)u (k)k (t) dk = f (k )k (u)k (t) dk

R R

Definition

For any f : V R the graph translation operator, Ti , is defined to be

N1

X

(Ti f )(n) = N(f i )(n) = N f (l )l (i)l (n).

l=0

Example - Movie

G =Minnesota

f = 11

1

1

0.8

0.8

0.6

0.4

0.6

0.2

0.4

0

50

0.2

49

0

48

0.2

47

0.4

46

0.6

45

0.8

44

1

43 0 1 2 3 4 5 6

98 97 96 95 94 93 92 91 90 89

Example - Movie

G =Minnesota

f (l ) = e5l

0.12

0.05

0.1

0

0.05 0.08

0.1

50

0.06

49

0.04

48

47

0.02

46

45

0

44

90 89

92 91

94 93 0.02

43 96 95 0 1 2 3 4 5 6 7

98 97

Example - Movie

G =SG6

f (l ) = e5l

0.8

0.1

0.6

0.08

0.06 0.4

0.04

0.02 0.2

0

0

0.02

0.04

0.2

0.06

0.08

0.4

0.1

2

0.6

1.5 1

0.5

1 0.8

0

0.5

0.5

1

0 1 0 1 2 3 4 5 6

Example - Movie

G =Minnesota

f 1

10 1

0 0.8

5

0.6

50

0.4

49

0.2

48

47

0.2

46

0.4

45

0.6

44 0.8

1

43 92 91 90 89 0 1 2 3 4 5 6

96 95 94 93

98 97

Properties of Translation operator

properties of our usual notion of translation in Euclidean space.

Proposition

For any f , g : V R and i, j {1, 2, ..., N} then

1 Ti (f g) = (Ti f ) g = f (Ti g).

2 Ti Tj f = Tj Ti f .

Properties of Translation operator

Corollary

i, n {1, ..., N} and for any function f : V R we have

Ti f (n) = Tn f (i).

Corollary

Given a graph, G, with real valued eigenvectors. Let be a

multiindex, i.e. = (1 , 2 , ..., K ) where j {1, ..., N} for 1 j K

and let 0 {1, ..., N}. We let T denote the composition

T1 T2 TK . Then for any f : V R, we have

T f (0 ) = T f (0 ),

(0 , 1 , ..., K ).

Not-so-nice Properties of Translation operator

i=1 do not form a

group like in the classical Euclidean setting.

Ti Tj 6= Ti+j .

If is the DFT matrix, then Ti Tj = Ti+j (mod N) .

In general, Can we even hope for Ti Tj = Tij for some semigroup

operation, : {1, ..., N} {1, ..., N} {1, ..., N}?

Not-so-nice Properties of Translation operator

i=1 do not form a

group like in the classical Euclidean setting.

Ti Tj 6= Ti+j .

If is the DFT matrix, then Ti Tj = Ti+j (mod N) .

In general, Can we even hope for Ti Tj = Tij for some semigroup

operation, : {1, ..., N} {1, ..., N} {1, ..., N}?

When is graph translation a semigroup operation?

Given a graph, G, with eigenvector matrix = [0 | |N1 ]. Graph

translation on G is a semigroup, i.e. Ti Tj = Tij for some semigroup

operator : {1, ..., N} {1, ..., N} {1, ..., N}, only if = (1/ N)H,

where H is a Hadamard matrix.

open conjecture.

If G has a normalized Hadamard eigenvector matrix, = (1/ N)H,

then G must be k -regular and all eigenvalues must be even integers.

Not-so-nice Properties of Translation operator

kTi f k`2 6= kf k

We do have the following estimates on the operator Ti :

|f (0)| kTi f k`2 N max kl k kf k`2

l{0,1,...,N1}

invertible.

Outline

Windowed Graph Fourier Transform

Fourier atom by

N1

X

gi,k (n) := (Mk Ti g)(n) = Nk (n) g(l )l (i)l (n).

l=0

defined by

Sf (i, k) := hf , gi,k i.

Windowed Graph Fourier Frames

Theorem

If g(0) 6= 0, then {gi,k }i=1,2,...,N;k =0,1,...,N1 is a frame. That is for all

f : V R,

N N1

2 2

X X

A kf k`2 |hf , gi,k i|2 B kf k`2

i=1 k=0

where

2 2

A := min {N kTn gk`2 }, B := max {N kTn gk`2 }

n=1,2,...,N n=1,2,...,N

2 2

0 < N|g(0)|2 A B N 2 max kl k kgk`2 .

l=0,1,...,N2

Reconstruction Formula

Theorem

Provided the window, g, has non-zero mean, i.e. g(0) 6= 0, then for

any f : V R,

N N1

1 X X

f (n) = 2

Sf (i, k )gi,k (n).

N kTn gk`2 i=1 k =0

graph translation operators.

Further questions/topics

Polynomials on graphs

Polynomial is defined to be a function, f , for which n f = 0 for finite

n.

Trivial for finite graphs. Not trivial for some infinite graphs.

Sampling

Also trivial for finite graphs

Band limiting functions

Further questions/topics

If a graph boundary, V V , is defined, this allows us to

compute Dirichlet eigenvalues.

The Laplacian as weve defined it here corresponds to functions on

graphs with Neumann boundary conditions.

One good definition of boundary vertices are those vertices that

user has special control over

Connections with Schrodinger Eigenmaps

Other ways to extract a boundary

Largest radius via shortest path metric or effective resistance

metric.

Some techniques work well on certain graphs, poorly on others.

Thank you!

Fan RK Chung, Spectral Graph Theory, vol. 92,

American Mathematical Soc., 1997.

Pierre Vandergheynst David I Shuman,

Benjamin Ricaud, Vertex-frequency analysis on

graphs, preprint (2013).

David K Hammond, Pierre Vandergheynst, and Remi

Gribonval, Wavelets on graphs via spectral graph

theory, Applied and Computational Harmonic Analysis

30 (2011), no. 2, 129150.

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