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Abstract—In this paper, we redefine the Graph Fourier Trans- [11] is limited to the analysis of graph signals lying on undi-
form (GFT) under the DSPG framework. We consider the rected graphs with real non-negative weights. In the Laplacian
Jordan eigenvectors of the directed Laplacian as graph harmonics based approach, eigendecomposition of the graph Laplacian
and the corresponding eigenvalues as the graph frequencies.
For this purpose, we propose a shift operator based on the L is used for frequency analysis of graph signals. Mathemat-
arXiv:1601.03204v1 [cs.IT] 13 Jan 2016
directed Laplacian of a graph. Based on our shift operator, we ically, Graph Fourier Transform (GFT) of a graph signal f is
then define total variation of graph signals, which is used in defined as f̂ = UT f , where U = [u0 u1 . . . uN−1 ] is
frequency ordering. We achieve natural frequency ordering and the matrix in which columns are the eigenvectors of L. Here,
interpretation via the proposed definition of GFT. Moreover, we the frequency ordering is based on the quadratic form and
show that our proposed shift operator makes the LSI filters under
DSPG to become polynomial in the directed Laplacian. turns out to be “natural”. Natural frequency ordering means
that the small eigenvalues correspond to low frequencies
Index Terms—Graph signal processing, graph Fourier trans- and vice-versa. On the other hand, the weight matrix based
form, directed Laplacian.
framework [12], [14], also referred as the Discrete Signal
Processing on Graphs (DSPG ) framework, has been built on
I. I NTRODUCTION the graph shift operator. The weight matrix W of the graph
acts as the shift operator and the shifted version of a graph
we discuss the directed Laplacian of a graph followed by the (a) An example directed graph.
proposed shift operator and total variation on graph. Then,
3 0 0 0 0
3 0 0 0 −3
we redefine the Graph Fourier Transform based on directed 0 3 0 0 0 −1 3 −2 0 0
Laplacian. We describe LSI graph filters in Section III and Din = 0 0 3 0 0 L= 0 0 3 −3 0
0 0 0 7 0 −2 −4 0 7 −1
then conclude the paper in Section IV. 0 0 0 0 6 −3 −3 0 0 6
II. F REQUENCY A NALYSIS OF G RAPH S IGNALS (c) In-degree matrix. (d) Laplacian matrix.
First, we present directed Laplacian matrix of a graph and Fig. 1: A directed graph and the corresponding matrices.
then, derive the shift operator from it. Next, we define total
variation of a graph signal which is utilized in frequency
ordering. Finally, we redefine Graph Fourier Transform under C. Shift Operator
the DSPG framework. We identify the shift operator from the graph structure
corresponding to a discrete time periodic signal and then
A. Graph Signals extend it to arbitrary graphs.
A graph signal is a collection of values defined on a A finite duration periodic discrete signal can be thought of
complex and irregular structure modeled as a graph. A graph as a graph signal lying on a directed cyclic graph shown in
is represented as G = (V, W), where V = {v0 , v1 , . . . , vN −1 } Fig. 2. Indeed, Fig. 2 is the support of a periodic time-series
is the set of vertices (or nodes) and W is the weight matrix having a period of five samples. The directed Laplacian of the
of the graph in which an element wij represents the weight graph is
of the directed edge from node j to node i. Moreover,
a graph signal is represented as an N -dimensional vector 1 2 3 4 5
f = [f (1), f (2), . . . , f (N )]T ∈ CN , where f (i) is the value
of the graph signal at node i and N = |V| is the total number Fig. 2: A directed cyclic (ring) graph of five nodes. This graph is the
underlying structure of a finite duration periodic (with period five) discrete
of nodes in the graph. signal. All edges have unit weights.
B. Directed Laplacian 1
0 0 0 −1
As discussed in [11], the graph Laplacian for undirected −1
1 0 0 0
graphs is a symmetric difference operator L = D − W, where 0
L= −1 1 0 0 . (2)
D is the degree matrix of the graph and W is the weight 0 0 −1 1 0
matrix of the graph. However, in case of directed graphs (or 0 0 0 −1 1
digraphs), the weight matrix W of a graph is not symmetric. In
addition, the degree of a vertex can be defined in two ways [1] Consider a discrete time finite duration periodic signal
x = [9 7 1 0 6]T defined on the graph shown in Fig. 2.
PNand out-degree. In-degree of a node i is estimated
— in-degree
Shifting the signal x by one unit to the right results in the
as din
i = j=1 wij , whereas, out-degree of the node i can be
PN signal x̃ = [6 9 7 1 0]T . This shifted version of the signal can
calculated as dout
i = j=1 wji . We consider in-degree matrix also be found as
and define the directed Laplacian L of a graph as
0 0 0 0 1 9 6
L = Din − W, (1) 1 0 0 0 0 7 9
x̃ = Sx = (I − L)x = 0 1 0 0 0 1 = 7 ,
where Din = diag {din N
i }i=1 is the in-degree matrix. Fig. 1(a)
0 0 1 0 0 0 1
shows an example weighted directed graph and the corre-
sponding matrices are shown in Fig. 1(b)-(d). Clearly, the 0 0 0 1 0 6 0
Laplacian for directed graph is not symmetric, nevertheless, it where S = (I − L) is treated as the shift operator (matrix).
follows some important properties: (i) sum of each row is zero We extend the notion of shift to arbitrary graphs and
and hence, λ = 0 is surely an eigenvalue, and (ii) real parts consequently use S = (I − L) as the shift operator for graph
of the eigenvalues are non-negative for a graph with positive signals. Hence, the shifted version of a graph signal f can be
edge-weights. calculated as
There also exist a few other definitions of graph Laplacian f̃ = Sf = (I − L)f . (3)
(normalized as well as combinatorial) for directed graphs [23],
[24]. However, we choose Eq. (1) as the definition of graph In contrast to the use of the weight matrix as the shift
Laplacian for our analysis. operator, we opt for the pre-mentioned shift operator which
involves the directed Laplacian. Our selection of this shift Here, V is treated as the graph Fourier matrix whose columns
matrix results in a better and simpler frequency analysis which constitute the graph Fourier basis. Inverse Graph Fourier
will become evident in the subsequent sections. Transform can be calculated as
f = Vf̂ . (9)
D. Total Variation
In this definition of GFT, the eigenvalues of the graph Lapla-
Total variation (TV) of a graph signal is a measure of total cian act as the graph frequencies and the corresponding Jordan
amplitude oscillations in the signal values with respect to the eigenvectors act as the graph harmonics. The eigenvalues with
graph. As discussed in [12], TV of a graph signal f with small absolute value correspond to low frequencies and vice-
respect to the graph G can be given as versa; we will prove that shortly. Thus, the frequency order
N
turns out to be natural.
Before discussing ordering of frequency, we consider a
X
TVG (f ) = |∇i (f )|, (4)
i=1
special case when the Laplacian matrix is diagonalizable.
1) Diagonalizable Laplacian Matrix: When the graph
where ∇i (f ) is the derivative of the graph signal f at vertex Laplacian is diagonalizable, Eq. (7) is reduced to:
i and is defined as the difference between the values of the
original graph signal f and its shifted version at vertex i: L = VΛV−1 . (10)
(c) Ordering for an undirected graph with (d) Ordering for an undi- 1.5
real edge weights. rected graph with real and
non-negative edge weights. 1
|fˆ(λℓ ) |
Fig. 3: Frequency ordering from low frequencies (LF) to high frequencies 0.5
(HF). As we move away from the origin (zero frequency) in the complex
frequency plane, the eigenvalues correspond to higher frequencies because
0
the TVs of the corresponding eigenvectors increase. 10
5 8
0 6
4
−5 2
Im(λℓ ) Re(λℓ )
Note that TV of a proper eigenvector is directly propor- −10 0
Substituting ∇i (f ) from Eq. (5), we have III. L INEAR S HIFT I NVARIANT G RAPH F ILTERS
N An LSI graph filter is a linear filter for which shifted version
1X 1 1 of the filter output is same as the filter output to the shifted
S2 (f ) = |f (i) − f˜(i)|2 = ||f − f̃ ||22 = ||Lf ||22 . (15)
2 i=1 2 2 input. That is, if S(fout ) = H(Sfin ), where fout is the output
R EFERENCES
3 [1] M. E. J. Newman, “Networks: an introduction,” Oxford University Press,
2010.
2
[2] D. J. Watts, “Six degrees: The science of a connected age,” WW Norton
|fˆ(λℓ ) |