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Normalized graph Laplacian and its nontrivial spectrum

Definition

Let G be a simple graph on V={1,…,n}, n≥2, with adjacency matrix A, degrees di=∑jAij>0, and D=diag⁡(d1,…,dn). Define L=D−A and the symmetric normalized Laplacian L=D−1/2LD−1/2=I−D−1/2AD−1/2, where the diagonal matrix D−1/2 has entries di−1/2. List its real eigenvalues with multiplicity as 0=λ1≤⋯≤λn. It is positive semidefinite, and its kernel consists of vectors D1/2f with f constant on each connected component. In particular, connectedness is equivalent to λ2>0. For a connected graph define its spectral deviation η(G)=max⁡2≤i≤n∣1−λi∣ and its nonzero spectral condition number κ(G)=λn/λ2.

Facts & Assumptions

[F1]

A simple graph, its edges and connectedness are defined by the edge-process interface (Uniform edge orderings, graph-process times and independent labels).

[F2]

The unnormalized graph Laplacian has quadratic form f∗Lf=12∑i,jAij∣fi−fj∣2 and kernel equal to the functions constant on each component (Support connectivity and the unnormalized Laplacian kernel).

[F3]

A Hermitian matrix is positive semidefinite when its quadratic form is nonnegative on every vector (Self-adjoint order, norm bounds and diagonal tests).

[F4]

In a chosen vertex order, the adjacency matrix of a finite simple graph has Aij=1 exactly when {i,j} is an edge, and Aij=0 otherwise. It is real symmetric, entrywise nonnegative and zero on the diagonal (The adjacency matrix of a finite simple graph).

[F5]

A normal endomorphism of a finite-dimensional complex inner product space has an orthonormal eigenbasis (Complex spectral theorem: a normal endomorphism of a finite-dimensional complex inner product space has an orthonormal eigenbasis, and conversely).

[F6]

Vertices are in the same connected component exactly when a path joins them; a nonempty graph is connected exactly when it has one component. Connected graphs and connected components defined by the existence of vertex paths

[F7]

An eigenvector of an endomorphism T is a nonzero vector u with Tu=λu; λ is its eigenvalue, and the corresponding eigenspace is ker⁡(T−λI). Eigenvalues, eigenvectors, eigenspaces E_λ(T)=ker(T-λ I), and the spectrum σ_F(T) of an endomorphism

[F8]

A finite-dimensional inner-product-space endomorphism T is self-adjoint when T∗=T and normal when TT∗=T∗T. Every self-adjoint endomorphism is normal, since TT∗=T2=T∗T. Self-adjoint and normal endomorphisms of a finite-dimensional real or complex inner product space

Justification

Given: The objects and hypotheses in the definition.

Goal: Establish all stated claims.

1.1 By [F4], A is real symmetric and nonnegative, and its loop-free support graph is G in [F1], so [F2] applies to L=D−A. Positive degrees make D1/2 and D−1/2 invertible real diagonal matrices. The displayed identity for L follows by multiplication. For every x∈CV, x∗Lx=(D−1/2x)∗L(D−1/2x)≥0 by [F2]. Also L is real symmetric, hence Hermitian and therefore normal by [F8], so [F3] makes it positive semidefinite and [F5] gives an orthonormal eigenbasis. For every nonzero eigenvector u with eigenvalue λ as in [F7], λ=(u∗Lu)/(u∗u) is real and nonnegative. Thus its eigenvalues can be ordered as stated. [given, F1, F2, F3, F4, F5, F7, F8, algebra]

2.1 Multiplication by the invertible matrices shows Lx=0 exactly when L(D−1/2x)=0. Hence [F2] gives the stated kernel description. By [F6], the indicator functions of the connected components form a basis of ker⁡L, and multiplication by D1/2 is an isomorphism from ker⁡L onto ker⁡L. Thus the latter kernel has dimension equal to the number of components, which is at least one. In the eigenbasis of step 1.1, that dimension is the number of zero eigenvalues counted with multiplicity. Consequently λ1=0, and zero is simple exactly when G is connected by [F6]; since all eigenvalues are nonnegative and n≥2, this is equivalent to λ2>0. In that case the maximum and ratio defining η(G) and κ(G) are well-defined finite real numbers, with positive denominator. [given, step 1.1, F1, F2, F5, F6, F7, algebra] ∎

Depends on

Used by · 3

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