On a time-frequency approach to translation on finite graphs Matthew Begué Norbert Wiener Center for Harmonic Analysis and Applications University of Maryland, College Park College Park, MD 20742 Email: begue@math.umd.edu Abstract—The authors of [1] have used spectral graph theory to define a Fourier transform on finite graphs. With this definition, one can use elementary properties of classical timefrequency analysis to define time-frequency operations on graphs including convolution, modulation, and translation. Many of these graph operators have properties that match our intuition in Euclidean space. The exception lies with the translation operator. In particular, translation does not form a group, i.e., Ti Tj 6= Ti+j . We prove that graphs whose translation operators exhibit semigroup behavior are those whose eigenvectors of the Laplacian form a Hadamard matrix. I. I NTRODUCTION Graph theory has developed into a useful tool in applied mathematics as many modern data sets can be represented as a graph. In these data sets, vertices correspond to different sensors, observations, or data points and edges represent connections, similarities, or correlations among those points. Some immediate examples include social network data, electricity networks, and images. In fact, in many dimension reduction methods the first step is to create a graph out of the data by identifying the k-nearest neighbors of each point or by some other notion of nearness, see [2]–[4]. Spectral graph theory is also a cornerstone of the field of analysis on fractals [5]–[7]. The document is organized as follows: Section II provides relevant definitions from spectral graph theory as well as introduces the Laplacian operator. Section III introduces timefrequency operations in the graph domain, namely, the Fourier transform, convolution, modulation, and translation. Section IV discusses the graph translation operator and presents our main result which provides conditions in which graph translation acts as a semigroup operator. II. BACKGROUND A. Graph definitions We denote a finite, undirected graph by G = G(V, E) where V = {xi }N i=1 denotes the vertex set and E denotes the edge set. The edge set, E, consists of ordered pairs that correspond to edges on a graph. If there is an edge between points x ∈ V and y ∈ V then we write x ∼ y. Hence, E = {(x, y) : x, y ∈ V and x ∼ y}. For any point x ∈ V , we define the degree of x, denoted dx , to be the number of edges connected to point x. In an undirected graph, the edge set E is symmetric, that c 978-1-4673-7353-1/15/$31.00 2015 IEEE is, x ∼ y implies y ∼ x. In other words, we do not distinguish an incoming vs. outgoing orientation to any edge. We consider functions defined on the vertex set f : V → R, xn 7→ f (xn ). We shall occasionally use the shorthand notation f (n) = f (xn ) which shall be clear in context. Since the cardinality of the vertex set is finite, |V | = N , we shall sometimes write functions on graphs as vectors in RN . B. The Laplacian Operator The main differential operator that we shall study is the Laplacian, denoted by L. The pointwise formulation of the unweighted Laplacian applied to a function f : V → R is defined as X ∆f (x) = f (x) − f (y). (II.1) y∼x This is precisely the same formulation given in [8], [9] (up to a sign). For a finite graph, Laplace’s operator can be represented as a matrix. For every point xi ∈ V , (II.1) gives a linear equation depending on function values at other points in V . Each of these linear equations can be represented in the rows of the Laplacian matrix yielding dxi if i = j −1 if xi ∼ xj L(i, j) = (II.2) 0 otherwise. Let the matrix D denote the degree matrix which is the diagonal N × N matrix given by D = diag(dx ). Let A denote the adjacency matrix, also N × N , where 1, if xi ∼ xj A(i, j) = 0, otherwise. Then the unweighted Laplacian (II.2) can be written as L = D − A. (II.3) Remark 1. The matrix, L, in (II.3) is the Laplacian matrix for unweighted graphs (each edge is assigned a weight of 1). Weighted graphs are more general and have Laplacian L = D − W where W is the 1’s in the adjacency are replaced with nonnegative weights ω(i, j), and the degrees dxi become PN dxi = ω(i, j). While we consider unweighted graphs j=1 for this document, the results presented still hold for weighted graphs and their Laplacians. Remark 2. Matrix L is called the unnormalized Laplacian to distinguish it from the normalized Laplacian, L = D−1/2 LD−1/2 , used in some of the literature on graphs, e.g., [9]. We shall work exclusively with the unweighted Laplacian and shall henceforth just refer to it as the Laplacian. Since L is a real symmetric matrix, it has nonnegative −1 eigenvalues {λk }N k=0 with associated orthonormal eigenvecN −1 tors {ϕk }k=0 . If the graph is connected then λ0 = 0 and λi > 0 for all 1 ≤ k ≤ N − 1. We denote the conjugate transpose of a vector ϕ by ϕ∗ . Furthermore, let us define Φ to be the N ×N orthogonal matrix whose (k+1)th column is the vector ϕk . The spectrum of the Laplacian, σ(L), is fixed but −1 one’s choice of eigenvectors {ϕk }N k=0 can vary. Throughout the document, we assume that the choice of orthonormal eigenvectors is fixed. Furthermore, since L is Hermetian, the eigenvectors can be selected to be entirely real-valued. Unless specifically noted, all of the following theory holds for real or complex eigenvectors. Figure II.1 shows the first four nontrivial eigenfunctions of the Minnesota Road Network graph [10]. They correspond to the three lowest nonzero eigenvalues. As the eigenvalues increase, the eigenfunctions oscillate more. 50 50 49 49 48 48 47 47 46 46 45 45 44 43 −98 50 −96 −95 −94 −93 −92 −91 −90 −89 43 −98 50 49 49 48 48 47 47 46 46 45 45 44 44 43 −98 43 −98 −97 −96 −95 −94 −93 −92 −91 −90 −89 −97 −96 −95 −94 −93 −92 −91 −90 −89 N −1 X fˆ(λl )ϕl (n). (III.2) l=0 If we consider the function f and fˆ as N × 1 vectors, then (III.1) and (III.2) become fˆ = Φ∗ f and f = Φfˆ. Since, Φ is a unitary matrix, the derivation of (III.2) is a direct result of (III.1). Futhermore, (III.2) implies that every function equals its “Fourier series”. In addition, Φ being unitary immediately gives Parseval’s relation, i.e. hf, gi = hfˆ, ĝi, hence Plancherel’s theorem holds as well, i.e. kf k2 = kfˆk2 . With the Fourier transform now defined on a graph, we exploit elementary time-frequency properties of real signals to derive graph convolution, modulation, and translation, as was done in [1]. B. Graph Convolution f ∗ g(n) = N −1 X fˆ(λl )ĝ(λl )ϕl (n). (III.3) l=0 −97 −96 −95 −94 −93 −92 −91 −90 −89 Fig. II.1. The first four nontrivial eigenfunctions (left to right) on the Minnesota Road Newtwork graph. Blue corresponds to lower values while red corresponds to larger values. III. G RAPH T IME -F REQUENCY O PERATIONS A. The Graph Fourier Transform The classical Fourier transform on the real line is the expansion of a function f in terms of the eigenfunctions of the Laplace operator, i.e. fˆ(ξ) = hf, e2πiξt i. Analogously, we define the graph Fourier transform, fˆ : σ(L) → R, of a functions f : V → R as the expansion of f in terms of the eigenfunctions of the graph Laplacian. It is defined by fˆ(λl ) = hf, ϕl i = f (n) = For signals f, g ∈ L2 (R) we define the convolution as f ∗ R g(t) = R f (u)g(t−u) du. However, there is no clear analogue of translation in the graph setting. So we exploit the property \ of the convolution (f ∗ g)(ξ) = fˆ(ξ)ĝ(ξ). Then by the inverse graph Fourier transform, (III.2), we can define convolution in the graph domain. For f, g : V → R, we define the graph convolution of f and g as 44 −97 Fourier transform is only defined on values of σ(L) which is b and that the graph Fourier transform is a discrete finite set in R completely dependent on the choice of Laplacian eigenvectors. The inverse Fourier transform is then given by N X f (n)ϕ∗l (n). Proposition 3 ( [1]). For α ∈ R, and f, g, h : V → R then the graph convolution defined in (III.3) satisfies the following properties: 1) f[ ∗ g = fˆĝ. 2) α(f ∗ g) = (αf ) ∗ g = f ∗ (αg). 3) Commutativity: f ∗ g = g ∗ f . 4) Distributivity: f ∗ (g + h) = f ∗ g + f ∗ h. 5) Associativity: (f ∗ g) ∗ h = f ∗ (g ∗ h). The proofs of these properties are relatively straightforward and some follow immediately from the definition, (III.3). If we want to express the graph convolution as a vector then (III.3) is equivalent to Φ∗ (fˆ ĝ) where is the pointwise multiplication operator (written as .* in MATLAB). In MATLAB, (recalling that fˆ = Φ∗ f ) one would express the vector f ∗ g as Φ*((Φ0 *f).*(Φ0 *g)) (III.1) n=1 This definition of the graph Fourier transform was introduced by Vandergheynst et al. in [1], [11]. Notice that the graph or equivalently Φ*(diag(Φ0 *f)*Φ0 *g) or Φ*(diag(Φ0 *g)*Φ0 *f). Example 4. Let us introduce the function g0 : V → R by first defining it in the Fourier (frequency) domain. We set ĝ0 (λl ) = 1 for all l = 0, ..., N −1. Then the values of g0 can be obtained by the inverse Fourier transform (III.2) giving g0 (n) = PNtaking −1 ϕ (n) (in vector notation, g0 = Φ∗ 1N ×1 , where 1N ×1 l l=0 is the N × 1 vector of all ones). The function g0 is shown in Figure III.1. Then as a result of Proposition 3, we have f (n) N −1 X = l=0 N −1 X = We can express the operator Mk as a diagonal matrix ϕk (1) 0 .. Mk = . 0 ϕk (N ) and in the language of MATLAB we have Mk=diag(Φ(:,k)). fˆ(λl )ϕl (n) (III.4) fˆ(λl )ĝ0 (λl )ϕl (n) = f ∗ g0 (n). l=0 In other words, f ∗ g0 = f , so convolution with the function g0 is the identity. D. Graph Translation In the classical setting, the translation operator, Tu , translates the function f : R → R by vector u. The translation action can be expressed as a convolution with δu where 1, if x = u δu (x) = 0, if x 6= u. Then in R, by exploiting (III.3) we have (Tu f )(t) = = f (t − u) = (f ∗ δu )(t) Z Z fˆ(k)δ̂u (k)ϕk (t) dk = fˆ(k)ϕ∗k (u)ϕk (t) dk R R since δ̂u (k) = R δu (x)ϕ∗k (x) dx = ϕk (u). Motivated by this example, for any f : V → R we can define the graph translation operator, Ti , via the graph convolution of the Dirac delta centered at the ith vertex: R Fig. III.1. An overhead (left) and side (right) view of the function g0 which is the unique function that acts as the identity with convolution on the Minnesota graph [10]. √ (Ti f )(n) = C. Graph Modulation then = = N X √ N N −1 X fˆ(λl )ϕ∗l (i)ϕl (n). l=0 Motivated by the fact that in Euclidean space, modulation of a function is multiplication of a Laplacian eigenfunction, we define for any k = 0, 1, ..., N − 1 the graph modulation operator Mk : RN → RN as √ (Mk f )(n) = N f (n)ϕk (n). (III.5) √ We normalize√ by N in (III.5) so that M0 , that is, convolution with ϕ0 ≡ 1/ N , is the identity operator. An important remark is that in the classical case, modulation in the time domain represents translation in the frequency ˆ [ domain, i.e. M ξ f (ω) = f (ω − ξ). The graph modulation in general does not exhibit this property due to the fact that the discrete spectral domain does not have a clear structure. However, it is worthy to notice the special case if ĝ(λl ) = δ0 (λl ), where 1, if λ = 0 δ0 (λ) = 0, if λ 6= 0, d M k g(λl ) N (f ∗ δi )(n) = ϕ∗l (n)(Mk g)(n) n=1 N X √ 1 ϕ∗l (n) N ϕk (n) √ = δ(l, k) N n=1 −1 by the orthonormality of {ϕk }N k=0 . (III.6) We can express Ti f in matrix notation as follows: ∗ ϕ0 (i)ϕ0 (1) · · · ϕ∗N −1 (i)ϕN −1 (1) fˆ(λ0 ) .. .. .. . . ··· . ˆ ϕ∗0 (i)ϕ0 (N ) · · · ϕ∗N −1 (i)ϕN −1 (N ) f (λN −1 ) =Φ ϕ∗0 (i) · · · ϕ∗N −1 (i) Φ∗ f = √1N Ti f where we introduce the binary operation to signify elementwise multiplication. For example, if a11 a12 A= , b = (b1 , b2 ) a21 a22 then A b multiplies the row vector b component-wise with each row of A; that is a11 b1 a12 b2 A b= . a21 b1 a22 b2 Similarly if b0 was instead a column vector, i.e. a11 a12 b 0 A= , b = 1 , a21 a22 b2 then A b0 multiplies the column vector b0 component-wise with each column of A; that is a11 b1 a12 b1 0 A b = . a21 b2 a22 b2 The MATLAB command for A b is bsxfun(@times,A,b). Therefore for any i = 1, ..., N the MATLAB command for the translation operator as Proof. Suppose there exist some k ∈ {1, ..., N − 1} and some i ∈ {1, ..., N } for which ϕk (i) = 0. Then if f = ϕk then we have fˆ(λl ) = δk (l) and Ti=sqrt(N)*bsxfun(@times,Φ,Φ(i,:))*Φ0 . There are some properties of graph translation that agree with our intuition with classical Euclidean translation. For example, the graph translation operator is distributive with the convolution and they commute among themselves. Proposition 5 ( [1]). For any f, g : V → R and for any i, j ∈ {1, 2, ..., N } then 1) Ti (f ∗ g) = (Ti f ) ∗ g = f ∗ (Ti g). 2) Ti Tj f = Tj Ti f . N −1 Corollary 6. As long as the eigenvectors, {ϕk }k=0 are realvalued then for any i, n ∈ {1, ..., N } and for any function g : V → R we have Ti g(n) = Tn g(i). Proof. By definition (Ti f )(n) = √ N N −1 X fˆ(λl )ϕ∗l (i)ϕl (n). √ Ti f (n) = N N −1 X fˆ(λl )ϕ∗l (i)ϕ∗l (n) = √ N ϕ∗k (i)ϕ∗k (n) = 0 l=0 for all n = 1, ..., N . Therefore, there exist nonzero f : V → R such that Ti f = 0, hence Ti is not injective and therefore not invertible. IV. G RAPH T RANSLATION AS A S EMIGROUP The discrepancies between classical and graph translation continue. For arbitrary graphs, we do not have the collection of translation operators forming a group, i.e., in general Ti Tj 6= Ti+j , unlike the case in the Euclidean setting. There are some exceptions to this in the very special case of shift-invariant graphs such as the cycle graph (The eigenvector matrix for the cycle graph can be chosen to equal the Discrete Fourier Transform matrix). In fact, we cannot even assert that the translation operators form a semigroup, i.e. Ti Tj 6= Tk = Ti•j for some semigroup operator • : {1, ..., N } × {1, ..., N } → {1, ..., N }. l=0 But by assumption, the eigenbasis is entirely real-valued. Therefore, for any i, n ∈ {1, ..., N } and any l ∈ {0, ..., N −1}, then ϕ∗l (i)ϕl (n) = ϕ∗l (n)ϕl (i) which proves the theorem. Corollary 7. Let α(0) ∈ {1, ..., N } and α = (α(1), α(2), ..., α(K)) where α(j) ∈ {1, ..., N } for 1 ≤ j ≤ K. We let Tα denote the composition Tα1 ◦ Tα2 ◦ · · · ◦ TαK . Then for any f : V → R and any permutation, σ, of the set {0, 1, ..., K}, we have Tα f (α0 ) = Tβ f (α(σ(0))) where β = (α(σ(1)), ..., α(σ(K)). Proof. Define an equivalence relation among the space {1, ..., N }K+1 by (a0 , ..., aK ) ∼ = (b0 , ..., bK ) if and only if Ta1 ◦ · · · ◦ Tak f (a0 ) = Tb1 ◦ · · · ◦ Tbk f (b0 ). By Corollary 6, (a0 , a1 ..., aK ) ∼ = σ1 (a0 , a1 ..., aK ) = (a1 , a0 ..., aK ), i.e. σ1 is the permutation (1, 2). In general, we write σi to denote the permutation (i, i + 1). By Proposition 5 b, (a0 , a1 ..., aK ) ∼ = σi (a0 , a1 ..., aK ) for any i = 2, 3, ..., K − 1. We now have that any permutation σi for i = 1, ..., K − 1 preserves equivalency. This collection of K − 1 transpositions allow for any permutation, σ, which proves the corollary. However, the niceties end here; many of the properties of Euclidean translation do not hold with this definition of graph translation. Unlike in the classical setting, graph translation is not an isometric operation, that is, kTi f k2 6= kf k2 . However, we do have the following estimate. Lemma 8 ( [1]). For any f : V → R, √ |fˆ(0)| ≤ kTi f k2 ≤ N max |ϕl (i)| kf k2 l∈{0,1,...,N −1} √ ≤ N max kϕl k∞ kf k2 . (III.7) l∈{0,1,...,N −1} Proposition 9. In general, the operator Ti is not injective and therefore not invertible. Theorem 10. Consider the graph, G(V, E), with real eigenvector matrix Φ = [ϕ0 | · · · |ϕN −1 ]. Graph translation on G is a semigroup, i.e. Ti Tj = Ti•j for some semigroup operator√• : {1, ..., N } × {1, ..., N } → {1, ..., N }, only if Φ = (1/ N )H, where H is a Hadamard matrix. Proof. i. We first show that graph translation on G is a semigroup, i.e. Ti Tj = Ti•j for some semigroup operator •√ : {1, ..., N } × {1, ..., N } → {1, ..., N }, if and only if N ϕl (i)ϕl (j) = ϕl (i•j) for all l = 0, ..., N −1. By repeating the calculations in the proof of Proposition 5, we have Ti Tj f (n) = N N −1 X fˆ(λl )ϕ∗l (j)ϕ∗l (i)ϕl (n) l=0 and by definition √ Tk f (n) = N N −1 X fˆ(λl )ϕ∗l (k)ϕl (n). l=0 Therefore √ Ti Tj f = Ti•j f for any function f : V → R if and only if N ϕl (i)ϕl (j) = ϕ√l (i • j) for all l ∈ {0, ..., N − 1}. ii. We show next that N ϕl (i)ϕl (j) = ϕl (i • j) for all l = 0, ..., √ N −1 only if the eigenvectors are constant amplitude. Assume √ N ϕl (i)ϕl (j) = √ ϕl (i • j), which, in particular, implies N ϕl (i)ϕl (i) = N ϕ√l (i)2 = ϕl (i • i). Suppose that |ϕl (a1 )| < 1/ N for some a1 ∈ {1, ..., N } √ and for some l ∈ {0, ..., N − 1}. Then N ϕl (a1 )2 < ϕl (a1 ) and so a1√• a1 = a2 6= a√1 . Then by the same argument, ϕl (a2 ) = N ϕl (a1 )2 < 1/ N and hence a2 • a2 = a3 6= a2 . This procedure can be repeated producing an infinite number of unique indices {ai } on a graph, G, with only N < ∞ nodes, a contradiction. √ A similar argument gives a contradiction if |ϕl (i)| > 1/ N for any l, i. Therefore, the graph√translation operators form a semigroup only if |ϕl (i)| = 1/ N for all l = 0, 1, ..., N − 1 and i = 1, ..., N . Since Φ is an orthogonal H= 1 1 1 1 1 1 1 1 1 1 1 1 1 −1 −1 1 −1 −1 −1 1 1 1 −1 1 1 1 −1 −1 1 −1 −1 −1 1 1 1 −1 1 −1 1 −1 −1 1 −1 −1 −1 1 1 1 1 1 −1 1 −1 −1 1 −1 −1 −1 1 1 1 1 1 −1 1 −1 −1 1 −1 −1 −1 1 √ matrix, i.e. ΦΦ∗ = Φ∗ Φ = I, then Φ = (1/ N )H, where H is a Hadamard matrix. Remark 11. a) The order of a Hadamard matrix must be 1, 2, or a multiple of 4. It remains an open problem to show that there exists a Hadamard matrix of order equal to any multiple of 4, [12]. √ b) It is shown in [13, Theorem 5] that if Φ = (1/ N )H for Hadamard H, then the spectrum of the Laplacian, σ(L), must be entirely even integers. c) The converse to Theorem 10 does not necessarily hold. That is, if the eigenvector matrix Φ is a renormalized Hadamard matrix, then the translation operators on G need not form a semigroup. For example, consider the real Hadamard matrix, H, of order 12 given by (IV.1). Then the second and third columns multiplied componentwise equals the vector [1, −1, 1, −1, −1, 1, 1, −1, 1, 1, −1, −1]> , which does not equal any of the columns of H. What kinds of graphs have a Hadamard eigenvector matrix? The authors of [13] prove that the complete graph on n vertices, Kn , is one such graph. Theorem 12 ( [13]). √Suppose H is a real Hadamard matrix of order N . Then 1/ N H is an eigenvector matrix for the complete graph of N vertices, KN . Proof. It is a standard result (see [9]) that the complete graph has Laplacian matrix L = N I − J, where J is the matrix with all entries 1, with eigenvalues λ0 = 0 and λi = N for i = 1, ..., N −1. Let D be the diagonal matrix D(i, i) = λi−1 . We can write the N × N matrix H as h i H = 1 |H̃ where 1 is the N ×1 vector of all ones and H̃ is the remaining N × (N − 1) matrix. If the N ×N matrix, A = [a|B] where a is an N ×1 vector, then it is simple to verify that AA> = aa> + BB > . This identity gives N I = HH > = 11> + H̃ H̃ > , 1 1 1 1 −1 1 −1 −1 1 −1 −1 −1 1 −1 1 1 1 −1 1 −1 −1 1 −1 −1 1 −1 −1 1 1 1 −1 1 −1 −1 1 −1 1 −1 −1 −1 1 1 1 −1 1 −1 −1 1 1 1 −1 −1 −1 1 1 1 −1 1 −1 −1 1 −1 1 −1 −1 −1 1 1 1 −1 1 −1 . (IV.1) where the first equality holds from the property of H being Hadamard. Additionally, one can compute HDH > = N H̃ H̃ > . Thus we have −1 1 1 1 √ H D √ H = HDH > = N I − J = L, N N N which completes the proof. 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