1

Lossless digraph signal processing via polar

decomposition
Feng Ji
arXiv:2401.00133v1 [eess.SP] 30 Dec 2023

Abstract

In this paper, we present a signal processing framework for directed graphs. Unlike undirected
graphs, a graph shift operator such as the adjacency matrix associated with a directed graph usually
does not admit an orthogonal eigenbasis. This makes it challenging to define the Fourier transform.
Our methodology leverages the polar decomposition to define two distinct eigendecompositions, each
associated with different matrices derived from this decomposition. We propose to extend the frequency
domain and introduce a Fourier transform that jointly encodes the spectral response of a signal for the
two eigenbases from the polar decomposition. This allows us to define convolution following a standard
routine. Our approach has two features: it is lossless as the shift operator can be fully recovered from
factors of the polar decomposition. Moreover, it subsumes the traditional graph signal processing if the
graph is directed. We present numerical results to show how the framework can be applied.

Index Terms

Directed graph, graph signal processing, polar decomposition

I. I NTRODUCTION

The field of graph signal processing (GSP) is experiencing significant growth and focuses on
the analysis of signals defined on graphs [1]–[8]. Numerous real-world phenomena, including
social networks, transportation systems, and sensor networks, can be naturally represented as
graphs. In GSP, the key idea revolves around the vector space of graph signals, where each node
in a given graph is assigned a numerical value by a graph signal. As signals on a graph form a
vector space, GSP employs linear transformations, such as the graph Fourier transform (GFT)
and graph filters, to examine and explore relationships among graph signals.

The author is with the School of Electrical and Electronic Engineering, Nanyang Technological University, 639798, Singapore
(e-mail: jifeng@ntu.edu.sg).
 2

On the other hand, despite a growing need for applications that involve directed graphs
(digraphs) [9], [10], the intrinsic asymmetry of their edge connections presents challenges in
defining GFTs. First, the basic graph operators become non-diagonalizable for a large number
of digraphs. This makes it challenging to define key concepts such as the frequency domain and
convolution. Second, “ordering" the graph Fourier basis, so that we can interpret them as low or
high frequencies is difficult. This is because the eigenvalues, which can be used for the ordering,
can be complex numbers.
As a consequence, a variety of approaches have been proposed to address these challenges.
For example, studies directly using the adjacency matrix as the graph operator have suggested
utilizing the Jordan decomposition [11], [12] or the singular value decomposition [13] of the
adjacency matrix for constructing GFT. Symmetrization of the adjacency matrix has also been
studied [14]. [15] proposes solving an optimization based on graph directed variation to obtain
an orthonormal basis for Fourier transform. There are studies that define the graph operator
as decomposed matrices of the adjacency matrix, producing diagonalizable matrices [16], [17].
In [18], the authors propose to directly modify the graph Laplacian so that the resulting one is
Hermitian and hence diagonalizable. The recent work [19] proposes to modify the graph structure
so that the corresponding graph operator on the resulting graph becomes diagonalizable. However,
these approaches have their respective shortcomings. For example, the Jordan decomposition is
not orthogonal. Hence, signal energy is not preserved after the Fourier transformation, and the
basis vectors have non-trivial interactions among themselves. The approaches of optimization
and topology perturbation are usually not lossless. The original directed graph topology cannot
be faithfully recovered from the basis of the Fourier transform.
In this paper, we propose a lossless digraph signal process scheme. There are two main
ingredients of our approach. For a graph shift operator (GSO) S, which may not be symmetric,
we consider the polar decomposition of S. This means that S is the product of a unitary
matrix U and symmetric matrix P, both are orthogonally diagonalizable. Then, we introduce the
Fourier transform that utilizes the orthonormal basis of U and P jointly. Unlike the traditional
GSP, the frequency domain is n2 dimensional instead of n dimensional, which allows us to
package more information and thus the framework is lossless. Moreover, we also demonstrate
that our framework subsumes the traditional GSP if S is symmetric, and hence we have a strict
generalization of GSP.
The rest of the paper is organized as follows. In Section II, we review the traditional GSP
 3

and matrix polar decomposition, which is the fundamental tool of this paper. In Section III, we
2
introduce the Fourier transform. The main idea is to extend the frequency domain from Rn to Cn .
Once we have properly introduced the frequency domain, we define the notion of convolution
in Section IV following a standard routine. In Section V, we study how matrix perturbation
affects the framework. We discuss miscellaneous topics in Section VI such as how to resolve the
issue of non-uniqueness of polar decomposition and eigendecomposition. We present numerical
results in Section VII and conclude in Section VIII.

II. P RELIMINARIES

In this section, we review the basics of graph signal processing (GSP) [1] and polar decom-
position [20]. In the paper, we use the term “GSP” exclusively for the traditional graph signal
processing on undirected graphs.
Let G = (V, E) be a graph of size n. If G is undirected, GSP requires a symmetric graph
shift operator (GSO) S. Common choices of S include its adjacency matrix A and the Laplacian
matrix L = A − D, where D is the degree matrix. By the spectral theorem, the symmetric
⊺
matrix S admits an eigendecomposition S = VΛV , where Λ is the diagonal matrix consisting
of eigenvalues of S and the columns of V are the corresponding eigenvectors. Thus V is an
orthogonal matrix. Suppose V = {v1 , . . . , vn } has a fixed ordering. A graph signal f = (xi )1≤i≤n
is a vector in Rn , where xi is the signal assigned to vi . The graph Fourier transform (GFT) of
x w.r.t. S is
⊺
f = V f ∈ Rn .
b (1)

The frequency domain is indexed by the eigenvalues of S.

However, if G is directed, then we have the challenge that S = A or L may not be symmetric.
We usually do not have an eigendecomposition and thus important signal processing notions
such as GFT (1) cannot be properly defined. We propose to resolve this issue using matrix polar
decomposition [20], [21], which is reviewed next.
Recall that for any n × n matrix S, its polar decomposition is S = UP, where U is an
orthogonal matrix and P is symmetric and positive semi-definite. Moreover, if S is invertible,
⊺
then the decomposition is unique, and P is positive definite. Explicitly, let S = VΣW be the
⊺ ⊺
singular value decomposition of S [22], then U = VW and P = WΣW .
Both U and P are normal and thus they admit (complex) eigendecompositions, i.e., U =
V1 Λ1 V1H and P = V2 Λ2 V2H , where V1 , V2 are unitary, Λ1 , Λ2 are diagonal and H
is the
 4

adjoint operator (Hermitian transpose). Geometrically, P performs scaling, while U performs a

rotation/reflection. By convention, we increasingly order the eigenvalues of Λ2 according to the
absolute value and those of Λ1 according to the complex phase. We shall use V1 , V2 to define
the Fourier transform in the next section.

III. T HE F OURIER TRANSFORM

In this section, we define the Fourier transform. We use the same notations as in Section II
for the polar decomposition. To motivate, consider a (complex) graph signal f . We want to
study its shifted signal g = S(f ) = UP(f ). Its magnitude |g| is the same as |P(f )|. Therefore,
taking ordinary GFT (1) w.r.t. P gives us “smoothness” information of f . However, rotational
information is missing if we ignore U. To incorporate contributions from both P and U, we
follow the idea of [8] and propose to expand the spectral domain from Rn to Rn ⊗ Cn ⊂
Cn ⊗ Cn ∼
2
= Cn . Following the ordering of the matrix multiplication, the proposed Fourier
transform should encode how f respond w.r.t. P and how eigenvectors of P should respond
w.r.t. U (cf. Section VI-C below).
Specifically, we denote the columns of V1 by {v1,1 , . . . , v1,n } and of V2 by {v2,1 , . . . , v2,n }.
They are the eigenvectors of V1 and V2 respectively. For the signal f , we may express it as
X
f= fi v2,i ,
b (2)
1≤i≤n

H
fi = ⟨v2,i , f ⟩ = v2,i
where b f is the GFT of f w.r.t. P and ⟨·, ·⟩ is the complex inner product.
On the other hand, for each v2,i , we may inspect its “angle” w.r.t. to each direction of rotation
v1,j as pi,j = ⟨v1,j , v2,i ⟩. Therefore,
X
v2,i = pi,j v1,j . (3)
1≤j≤n

Combining (2) and (3), we have

X  X 
f= fi pi,j v1,j .
b
1≤j≤n 1≤i≤n

Therefore, we define the Fourier transform by considering contributions from V1 and V2 jointly.

2
Definition 1. The Fourier transform w.r.t. S is FS : Rn → Cn is defined as follows: for a signal
f , then

FS (f )i,j = b
fi pi,j = ⟨v2,i , f ⟩⟨v1,j , v2,i ⟩. (4)
 5

For simplicity, we usually denote FS (f ) by F(f ) or e

f if S is clear from the context.
2
The inverse transform IS : Cn → Cn (or simply I) is
X X
(ai,j )1≤i,j≤n 7→ ai,j v1,j .
1≤j≤n 1≤i≤n

To give an explicit matrix formula for the Fourier transform, let g be any (column) vector,
and use D(g) to denote the diagonal matrix with diagonal g. Moreover, use c to denote the
constant (column) vector with each entry 1. Then we have the following observations.
2
Lemma 1. (a) F(f ) = V1H V2 D(V2H f ) and I(M) = V1 Mc for f ∈ Rn , M ∈ Cn .
(b) Parseval’s identity: ∥f ∥ = ∥F(f )∥, where ∥·∥ is the complex Euclidean norm.

Proof. (a) follows directly from the definition. For (b), to show ∥f ∥2 = ∥F(f )∥2 , we compute
X X
∥F(f )∥2 = fi pi,j |2
|b
1≤j≤n 1≤i≤n
X X X
= fi |2
|b |pi,j |2 = fi |2 ∥v2,i ∥2
|b
1≤i≤n 1≤j≤n 1≤i≤n
X
= fi |2 = ∥f ∥2 .
|b
1≤i≤n

The proposed framework recovers that of traditional GSP. To see this, suppose the GSO S is
normal, e.g., symmetric or orthogonal. In this case, both V1 and V2 can be chosen to be equal.
This implies that pi,j = δi,j = 1 if i = j and 0 otherwise. Therefore, F(f )i,j = b
fi if i = j and 0
otherwise. This is the reason why for undirected graphs or directed cycle graphs, we only need
n (diagonal) components in GSP.

Example 1. In this example, we show sample spectral plots (in Fig. 1) of the same signal
on different directed graphs. Let G0 , . . . , G5 be directed graphs on 50 nodes. For the extreme
cases, G0 is the undirected cycle graph and G5 is the directed cycle graph. Intermediately, for
0 < k < 5, Gk is obtained from G0 by making randomly chosen 10k edges directed according
to the ordering of the nodes. Shift operators are the (directed) Laplacians Lk , 0 ≤ k ≤ 5. We
choose a bandlimited signal f w.r.t. L0 . The spectral plots of the componentwise absolute values
of its Fourier transforms w.r.t. Lk , 0 ≤ i ≤ 5 are shown in Fig. 1. For L0 , the result is the same
as that traditional GSP offers (placed along the diagonal). If we let k increase, we see that the
patterns change gradually. We shall see that this supports the result on graph perturbation in
 6

Fig. 1. Spectral plots of f w.r.t. Li , 0 ≤ i ≤ 5.

Section V below. If the graph differs more from G0 , then the spectrum of f is more spread out,
suggesting the usefulness of having a lossless signal processing framework.

IV. C ONVOLUTION

Important tools in GSP are the convolutions [1], [23], [24]. One way to interpret the convolu-
tion is to consider it as a polynomial in the GSO S. We can do so for GSP for the particular reason
⊺ ⊺
that S = WΣW is diagonalizable and a monomial takes the form Sm = WΣm W . Therefore,
for the expression Σm , we essentially take entrywise multiplication in the frequency domain.
However, this does not hold for an S from a directed graph, if it is not diagonalizable. Therefore,
we may consider the interpretation that convolution is a multiplication in the frequency domain
2
[24]. For this, we use the identification of the frequency domain with Cn . More precisely, we
define:

2 2
Definition 2. For g, h ∈ Cn , let g⊙h ∈ Cn be the entrywise multiplication, i.e., the Hadamard
2
product. Moreover, defined hk = h⊙· · ·⊙h to be the k-fold self multiplication. For any h ∈ Cn ,
 7

it defines a convolution h∗ : Rn → Cn by
 
h∗f =I ef ⊙h .

For the polar decomposition of S, let the diagonal entries of Λ1 (resp. Λ2 ) be (λ1,i )1≤i≤n
(resp. (λ2,i )1≤i≤n ).
2
Lemma 2. Let hS ∈ Cn be defined by hS,i,j = λ2,i λ1,j . Then hS ∗ f = S(f ).

Proof. From the definition, we directly evaluate hS ∗ f as

X  X 
hS ∗ f = fi pi,j λ2,i λ1,j v1,j
b
1≤j≤n 1≤i≤n
X  X 
= λ1,j fi pi,j λ2,i v1,j
b
1≤j≤n 1≤i≤n
X X
= λ1,j ⟨v1,j , fi λ2,i v2,i ⟩v1,j
b
1≤j≤n 1≤i≤n
X
= λ1,j ⟨v1,j , V2 Λ2 V2H f ⟩v1,j
1≤j≤n
X
= λ1,j ⟨v1,j , P(f )⟩v1,j
1≤j≤n


=U P(f ) = S(f ).

As U is unitary and P is positive semi-definite, λ2,i is always non-negative and it can be

interpreted as the radius, while λ1,j is of the form eiθ . Hence, λ2,i λ1,j is the polar form of
the complex number hi,j . As a consequence of Lemma 2, if S is normal, then hkS ∗ is just the
monomial convolution filter Sk .
We have the freedom to choose h to construct different convolution filters. For example, if h
is a characteristic signal valued in {0, 1}, then we have a bandpass filter. Sampling theory can be
developed analogously to [8]. For another construction, consider any function f : C → C. We
2
use f (hS ) to denote the signal in Cn whose (i, j)-th entry is f (hS,i,j ) = h(λ2,i λ1,j ). Examples
of f include polynomials or functions of the form 1/(1 + cx) (cf. Section VII).

V. G RAPH PERTURBATION

In this section, we discuss graph perturbation, which is used in [19] to modify a directed graph
to obtain a diagonalizable shift operator. Many procedures are considered as a perturbation. For
 8

example, adding or removing a small percentage of directed edges is considered as a perturbation.

Another example is a small change in the edge weights if the graph is weighted. Though our
framework is lossless without modifying the graph structure, we still want to understand how
such perturbations affect the Fourier transform and filtering.
In this section, we use ∥·∥ to denote the matrix operator norm, and ∥·∥F to denote the matrix
Frobenius norm, the same as the 2-norm. All norms are equivalent for finite dimensional spaces.
√
For example, for any matrix M of rank r, we have ∥M∥ ≤ ∥M∥F ≤ r∥M∥.
For another shift operator S′ , denote S′ − S by δS′ , as the perturbation matrix. Usually, we
are interested in small perturbation, which means ∥δS′ ∥ is small. In this subsection, we assume
that S and S′ are invertible and non-derogatory, i.e., both factors in the polar decomposition
do not have repeated eigenvalues. If ∥δS′ ∥ is sufficiently small, then S being invertible and
non-derogatory implies the same holds for S′ .
To state the following observation, let Pm (x, y) be the polynomial (x + y)m − y m . We notice
that each of its monomial terms has at least one x factor.

Lemma 3. Suppose sequences of matrices M1 , . . . , Mm and M′1 , . . . , M′m satisfy: for 1 ≤ i ≤

m, matrices Mi , M′i are of the same size and M = 1≤i≤m Mi , M′ = 1≤i≤m M′i are well-
Q Q

defined. Let δM′i = M′i − Mi . If there are x, y > 0 such that ∥δM′i ∥ ≤ x, ∥Mi ∥ ≤ y, 1 ≤ i ≤ m,
then ∥M′ − M∥ ≤ Pm (x, y).

Proof. Notice that ∥M′ − M∥ = ′

Q Q
1≤i≤m (Mi + δMi ) − 1≤i≤m Mi . We expand the product
′ ′
Q
1≤i≤m (Mi + δMi ) and apply the triangle inequality. The norm ∥M − M∥ is upper bounded
′ ′
Q
by a sum of the form 1≤i≤m Ni with Ni either Mi or δMi , and at least one of them is δMi .

Then as ∥·∥ is submultiplicative, we obtain the desired an upper bound Pm (x) by replacing Mi
with y and δM′i by x.

The Fourier transform Definition 1 and convolutions are linear transformations, and hence it
makes sense to talk about their operator norms and Frobenius norms.

Theorem 1. There are constants ϵ and C independent of δS′ such that if ∥δS′ ∥F ≤ ϵ, then the
following holds
(a) ∥FS − FS′ ∥ ≤ P3 (C∥δS′ ∥F , 1).
(b) hkS ∗ −hkS′ ∗ ≤ P2k+4 (C∥δS′ ∥F , max(1, λ2,n )).
 9

Proof. Let Vi′ , Λ′i , i = 1, 2 be the unitary and diagonal factors resulting from the polar decom-
position of S′ . Denote δVi′ = Vi′ − Vi , δΛ′i = Λ′i − Λi , i = 1, 2. We first claim that there is a
constant C independent of S′ and n such that for i = 1, 2, then the following holds
(i) ∥δVi′ ∥F ≤ C∥δS′ ∥F , and
(ii) ∥δΛ′i ∥F ≤ C∥δS′ ∥F .
The inequalities follow from the matrix perturbation theory as follows. Let S′ = U′ P′ be the
unique polar decomposition of the invertible matrix S′ and write δU′ = U′ − U, δP′ = P′ − P.
√
Then by [25, Theorem 1] and [26], we have ∥δU′ ∥F ≤ c0 ∥δS′ ∥F and ∥δP′ ∥F ≤ 2∥δS′ ∥F ,
where c0 depends only on the singular values of S.
By Mirsky’s theorem ( [27, Theorem 2]), we have ∥δΛ′2 ∥F ≤ ∥δP′ ∥F . On the other hand, by
the Hoffman-Wielandt theorem ( [28, VI.34]) for normal matrices, there is a permutation of σ
of indices {1, . . . , n} such that
X 2 2
|λ1,i − λ′1,σ(i) |2 ≤ ∥δU′ ∥F ≤ c20 ∥δS′ ∥F ≤ c20 ϵ2 .
1≤i≤n

As all λ1,i , 1 ≤ i ≤ n are distinct by the non-derogatory condition, if ϵ is sufficiently small,

then the closet eigenvalue to λ1,i is λ′1,i . Hence, σ is the identity permutation and we have
∥δΛ′1 ∥F ≤ ∥δU′ ∥F ≤ c0 ϵ. Therefore, together with the assumption that both U and P are non-
deregatory, we may choose ϵ small enough such that there is a ρ > 0 (depending only on ϵ)
such that |λ1,i − λ′1,j | ≥ ρ, |λ2,i − λ′2,j | ≥ ρ for any 1 ≤ i ̸= j ≤ n.
By the Davis-Kahan theorem ( [28, VII.3]) and its generalization (for normal matrices) in
[29, Corollary 5], there is a constant c1 depending only on ρ such that ∥δV1′ ∥F ≤ c1 ∥δU′ ∥F ,
√
∥δV2′ ∥F ≤ c1 ∥δP′ ∥F . Setting C = max(c0 , 2)c1 , we obtain the claimed inequalities. From the
proof, we see that C depends only on the singular values of S and ϵ, which depends only on
the eigenvalues of U and P. This proves the claim.
To prove (a) and (b), we apply Lemma 3 using the claim above. For (a), recall that by Lemma 1,
we have FS (f ) = V1H V2 D(V2H f ). Notice that D(V2H f ) is a linear operator with a n2 -dimensional
codomain. Its norm is 1 and satisfies the same perturbation bound as V2H . Therefore (a) follows
immediately from Lemma 3. For (b), we observe that hkS ∗ can be decomposed into 2k+4 factors:
• D(V2H f ), V2 , V1H from FS ;
• V1 from IS ;
2 2
• k-copies of the transformation Cn → Cn that multiplies the j-th column by λ1,j , 1 ≤ j ≤
n.
 10

2 2
• k-copies of the transformation Cn → Cn that multiplies the i-th row by λ2,i , 1 ≤ i ≤ n.
Each of these factors is bounded in norm by max(1, λ2,n ) and its perturbation bound is C∥δS′ ∥F
by the above claims. Therefore, (b) of the theorem follows from Lemma 3.

Intuitively, the result claims that if we approximate S by a normal S′ such that traditional
GSP tools can be applied, then the framework developed in this paper “almost” agrees with the
traditional GSP.

VI. M ISCELLANEOUS

This section contains a few miscellaneous topics.

A. Different choices of eigenbasis

The polar decomposition S = UP may not be unique. Moreover, even for fixed U or P,
they may have repeated eigenvalues, thus violating the non-derogatory condition of Theorem 1.
As a consequence, there is an ambiguity in the matrices V1 , V2 needed to define the Fourier
transform Definition 1. To (partially) resolve this issue, we propose an optimization framework.
Let d(·, ·) be a metric on the space of n × n unitary matrices Un such as the metric induced
by the operator norm. For a polar decomposition S = UP, we propose to construct the unitary
matrices of eigenvectors V1 , V2 by solving the following optimization

min d(V1 , V2 ), provided V1 , V2 form eigenbasis of U, P. (5)

V1 ,V2 ∈Un

An important example is when S is the Laplacian of a connected undirected graph G. In this

case, by convention, we apply the canonical polar decomposition S = IS, where I is the identity
matrix. Solving the above optimization results in V1 = V2 and d(V1 , V2 ) = 0. This agrees
with what is being considered in GSP. Suppose S′ is the Laplacian of connected undirected
G′ that is a small perturbation of G. Then we still have a constant C independent of G′ such
that ∥FS − FS′ ∥ ≤ C∥δS′ ∥F as long as S does not have repeated eigenvalues by Theorem 1.
Similarly, if S is the adjacency matrix of the directed cycle graph, then for the canonical polar
decomposition S = SI, we again have V1 = V2 by solving (5) with d(V1 , V2 ) = 0.
More generally, the same discussion works if S is normal, in which case U, P are simulta-
neously diagonalizable, and solving (5) also yields V1 = V2 with d(V1 , V2 ) = 0.
 11

TABLE I
C OMPARISON BETWEEN TRADITIONAL GSP AND THE PROPOSED APPROACH “DGSP”

GSP DGSP

Applicability Symmetric matrices S

2
n
Frequency domain R Cn
⊺
Fourier transform V f V1H V2 D(V2H f )
Inverse transform Vf V1 Mc
Convolution Polynomial in S Not polynomial in S
Relation to GSP −− GSP if S is normal

B. An overall picture

For simplicity, our discussion in Section V focuses on the space S of all invertible and non-
derogatory shift operators, which can be weighted. The space S is endued naturally with the
metric dS (·, ·) induced by the operator norm ∥·∥. In this paper, we have defined for each S ∈ S
the Fourier transform operator FS . Moreover, for each k, we have the convolution operator hkS ∗.
The traditional GSP theory is incomplete by defining GFT (and convolutions) on the subspace
of S consisting of symmetric shift operators. In this paper, we have extended the constructions
to all of S, which subsumes GSP as a special case. Moreover, by Theorem 1, the extension of
the traditional theory is in a continuous manner. We call our framework directed GSP (DGSP).
A comparison with GSP is summarized in Table I.

C. General matrix decomposition

The Fourier transform (4) has the element of the chain rule in calculus. More precisely,
for a signal f , the polar decomposition trivially implies that Sf = U(Pf ). In the expression
⟨v2,i , f ⟩⟨v1,j , v2,i ⟩, we view ⟨v2,i , f ⟩ as the “partial derivative of f w.r.t. v2,i , and the factor
⟨v1,j , v2,i ⟩ as the “partial derivative” of v2,i w.r.t. v1,j . This gives us hints on how to generalize
the framework of the paper.
Instead of considering the polar decomposition S = UP, let

S = M1 · · · Mk , k > 1 (6)

be any decomposition of S into a product of normal matrices Mi , 1 ≤ i ≤ k. Assume that for

each Mi , there is an eigendecomposition Mi = Vi Λi V1H such that Vi is unitary and Λi is the
 12

diagonal matrix of eigenvalues. Let the columns of Vj be {vi,j , 1 ≤ j ≤ n}. Then the Fourier
k
transform of a signal f is a map Rn → Cn defined by
 Y 
f 7→ ⟨vi,ji , vi+1,ji+1 ⟩ ⟨vk,jk , f ⟩, 1 ≤ j1 , . . . , jk ≤ n,
1≤i≤k−1

as a generalization of (4) in Definition 1.

If the eigendecompositions of Mi ’s are non-unique, as in the case of the polar decomposition,
we may jointly estimate Vi , 1 ≤ i ≤ k by solving the following optimization taking the form
analogous to (5):
X
min d(Vi , Vi+1 ), provided Vi forms an eigenbasis of Mi .
V1 ,...,Vk
1≤i≤k−1

We notice that the codomain of the Fourier transform is nk dimensional. Therefore, it will
be intractable if k is large. This means that it is only reasonable to consider only the matrix
decomposition of a small number of factors. Examples of such a matrix decomposition include
the reverse polar decomposition, the singular value decomposition (SVD) [22], and the Sinkhorn
decomposition involving doubly stochastic matrix [30].

VII. N UMERICAL RESULTS

In this section, we consider the heat flow dataset of the Intel Berkeley Research lab.1 Tem-
perature data are collected from 53 sensors, denoted by V , placed in the lab. We use the setup
of [18] and construct a planar graph G with an edge set E of size 87. Each edge is given
a direction such that heat flows from high temperature to low temperature. A signal f on G
consists of temperature readings on the sensors V .
We follow [18, Section 4.2] and perform the signal denoising task. For a temperature signal f ,
we add a noise n whose components are independent Gaussians with mean µ = 0 and standard
deviation σ. The task is to recover f , while observing f + n. In Fig. 2, we show the spectral
plots of a true signal f and a noise n. We see that the spectral of f is mostly supported for small
frequency indices as expected. On the other hand, high magnitude components of the spectral
coefficients n are spread over the entire frequency domain. This suggests a low-pass filter can
be used for denoising. As in [18], we consider a convolution filter f (hS ) (Section IV) with
f (x) = 1/(1 + cx) for a tunable hyperparameter c.

1
http://db.csail.mit.edu/labdata/labdata.html
 13

Fig. 2. The sample spectral plots of a temperature signal in the lab and a noise signal with σ = 4. The magnitudes of the
spectral coefficients are shown.

Let f ′ be the recovered signal. We evaluate the performance by computing the root-mean-
√
squared-error (RMSE) ∥Re(f ′ ) − f ∥2 / 53 over all the sensors. Here Re(f ′ ) is the component-
wise real part of f ′ . We call our approach “DGSP”. We compare with the method “Hermitian”
of [18]. The boxplots of RMSEs over 1000 runs and σ = 1, . . . , 8 are shown in Fig. 3. For
reference, we also show the RMSE between f + n and f , called “Base”. We see that our lossless
directed graph signal processing approach “DGSP” performs better for all σ.

VIII. C ONCLUSIONS

This paper introduces a novel signal processing framework for directed graphs. Our approach
utilizes the polar decomposition to introduce a novel Fourier transform with a larger frequency
domain than that of traditional GSP. This enables us to define convolution using a standard
procedure. Our method possesses two notable features: it ensures losslessness, as the shift
operator can be entirely reconstructed from the polar decomposition factors, and it encompasses
traditional graph signal processing when applied to directed graphs. For future work, we shall
study how the framework might be used for learning directed graph topology.

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Fig. 3. The RMSE of noisy signal recovery.

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