Graph Fourier transform
In mathematics, the graph Fourier transform is a mathematical transform which eigendecomposes the Laplacian matrix of a graph into eigenvalues and eigenvectors. Analogously to the classical Fourier transform, the eigenvalues represent frequencies and eigenvectors form what is known as a graph Fourier basis.
The Graph Fourier transform is important in spectral graph theory. It is widely applied in the recent study of graph structured learning algorithms, such as the widely employed convolutional networks.
Definition
Given an undirected weighted graph, where is the set of nodes with and is the set of edges, a graph signal is a function defined on the vertices of the graph. The signal maps every vertex to a real number. Any graph signal can be projected on the eigenvectors of the Laplacian matrix. Let and be the eigenvalue and eigenvector of the Laplacian matrix, the graph Fourier transform of a graph signal on the vertices of is the expansion of in terms of the eigenfunctions of. It is defined as:where.
Since is a real symmetric matrix, its eigenvectors form an orthogonal basis. Hence an inverse graph Fourier transform exists, and it is written as:
Analogously to the classical Fourier transform, graph Fourier transform provides a way to represent a signal in two different domains: the vertex domain and the graph spectral domain. Note that the definition of the graph Fourier transform and its inverse depend on the choice of Laplacian eigenvectors, which are not necessarily unique. The eigenvectors of the normalized Laplacian matrix are also a possible base to define the forward and inverse graph Fourier transform.
Properties
Parseval's identity
The Parseval relation holds for the graph Fourier transform, that is, for anyThis gives us Parseval's identity:
Generalized convolution operator
The definition of convolution between two functions and cannot be directly applied to graph signals, because the signal translation is not defined in the context of graphs. However, by replacing the complex exponential shift in classical Fourier transform with the graph Laplacian eigenvectors, convolution of two graph signals can be defined as:Properties of the convolution operator
The generalized convolution operator satisfies the following properties:- Generalized convolution in the vertex domain is multiplication in the graph spectral domain:
- Commutativity:
- Distributivity:
- Associativity:
- Associativity with scalar multiplication:, for any.
- Multiplicative identity:, where is an identity for the generalized convolution operator.
- The sum of the generalized convolution of two signals is a constant times the product of the sums of the two signals:
Generalized translation operator
As previously stated, the classical translation operator cannot be generalized to the graph setting. One way to define a generalized translation operator is through generalized convolution with a delta function centered at vertex :where
The normalization constant ensures that the translation operator preserves the signal mean, i.e.,
Properties of the translation operator
The generalized convolution operator satisfies the following properties:For any, and,
*