Sunday, 22 March 2009

linear algebra - Fast Fourier Transform for Graph Laplacian?

In the case of a regularly-sampled scalar-valued signal f on the real line, we can construct a discrete linear operator A such that A(f) approximates partial2f/partialx2. One way to interpret this operator is via spectral decomposition of the corresponding matrix:



A=UVUT.



If our operator A has spectral accuracy, then UT is precisely the discrete Fourier transform matrix. Hence, we could compute the Fourier transform of x by computing all the eigenvectors of A and sticking them in the columns of U. Of course, we all know there's a quicker way to do it: use the fast Fourier transform (FFT).



What about in a more general setting? In particular, consider the graph Laplacian L=UVUT which for a weighted, undirected graph on n vertices is an ntimesn matrix with the weights of incident vertices on the off-diagonal and (the additive inverse of) total incident weight on the diagonal.



Question:



Can we transform a signal on vertices into frequency space without computing the entire spectrum of L (using something like the FFT)?



In particular I'm interested in the case where L approximates the Laplace-Beltrami operator on some manifold M -- here eigenvectors of L approximate an orthogonal eigenbasis for square-integrable functions on M. However, pointers to nearby results (e.g., FFT for the combinatorial graph Laplacian) are appreciated.

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