The application of graph Laplacian eigenvectors has been quite popular in the graph signal processing field: one can use them as ingredients to design smooth multiscale basis. Our long-term goal is to study and understand the dual geometry of graph Laplacian eigenvectors. In order to do that, it is necessary to define a certain metric to measure the behavioral differences between each pair of the eigenvectors. Saito (2018) considered the ramified optimal transportation (ROT) cost between the square of the eigenvectors as such a metric. Clonginger and Steinerberger (2018) proposed a way to measure the affinity (or `similarity') between the eigenvectors based on their Hadamard (HAD) product. In this article, we propose a simplified ROT metric that is more computational efficient and introduce two more ways to define the distance between the eigenvectors, i.e., the time-stepping diffusion (TSD) metric and the difference of absolute gradient (DAG) pseudometric. The TSD metric measures the cost of "flattening" the initial graph signal via diffusion process up to certain time, hence it can be viewed as a time-dependent version of the ROT metric. The DAG pseudometric is the l2-distance between the feature vectors derived from the eigenvectors, in particular, the absolute gradients of the eigenvectors. We then compare the performance of ROT, HAD and the two new "metrics: on different kinds of graphs. Finally, we investigate their relationship as well as their pros and cons. Keywords: Graph Laplacian eigenvectors, metrics between orthonormal vectors, dual geometry of graph Laplacian eigenvectors, multiscale basis dictionaries on graphs, heat diffusion on graphs, Wasserstein distance, optimal transport
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Bringing physics into the coarse‐grid selection: Approximate diffusion distance/effective resistance measures for network analysis and algebraic multigrid for graph Laplacians and systems of elliptic partial differential equations
Abstract In a recent paper, the author examined a correlation affinity measure for selecting the coarse degrees of freedom (CDOFs) or coarse nodes (C nodes) in systems of elliptic partial differential equations (PDEs). This measure was applied to a set of relaxed vectors, which exposed the near‐nullspace components of the PDE operator. Selecting the CDOFs using this affinity measure and constructing the interpolation operators using a least‐squares procedure, an algebraic multigrid (AMG) method was developed. However, there are several noted issues with this AMG solver. First, to capture strong anisotropies, a large number of test vectors may be needed; and second, the solver's performance can be sensitive to the initial set of random test vectors. Both issues reflect the sensitive statistical nature of the measure. In this article, we derive several other statistical measures that ameliorate these issues and lead to better AMG performance. These measures are related to a Markov process, which the PDE itself may model. Specifically, the measures are based on the diffusion distance/effective resistance for such process, and hence, these measures incorporate physics into the CDOF selection. Moreover, because the diffusion distance/effective resistance can be used to analyze graph networks, these measures also provide a very economical scheme for analyzing large‐scale networks. In this article, the derivations of these measures are given, and numerical experiments for analyzing networks and for AMG performance on weighted‐graph Laplacians and systems of elliptic boundary‐value problems are presented.
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- Award ID(s):
- 1734727
- PAR ID:
- 10475183
- Editor(s):
- Vassilevski, Panayot
- Publisher / Repository:
- Numerical Linear Algebra with Applications
- Date Published:
- Journal Name:
- Numerical Linear Algebra with Applications
- ISSN:
- 1070-5325
- Subject(s) / Keyword(s):
- auto-correlation bootstrap multigrid correlation diffusion distance effective resistance graph Laplacians multigrid systems of elliptic partial differential equations variance
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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