*This is a guest post written by my friend, Jeremy Kun! He’s the author of the popular blog Math ∩ Programming, your go-to site for learning about algorithms, machine learning, cryptography, and so **much more.*

There’s a deep connection in mathematics between a graph (a set of vertices and edges), and the algebraic properties of special matrices associated with that graph.

Here’s the simplest example of this phenomenon. Say you take an undirected graph and you let be its adjacency matrix, where if is an edge, and otherwise. The matrix is an square matrix with . The remarkable fact is that the entry of contains the number of walks of length from to .

You can take this a step further and divide the entry by the degree of vertex . Then the entry of represents the probability that, if you start at vertex and make a random walk, you’ll end up at vertex after exactly steps. With some clever thinking, you can even turn this idea into a pretty good search engine ranking algorithm that includes some of the ideas we’ll see later in this post.

The area of math where you take a graph and do linear algebra on its adjacency matrix is called *spectral graph theory*. But as useful as the adjacency matrix is, there’s another matrix you can associate with a graph that receives tons of attention in spectral graph theory: the *graph Laplacian*.

There are many ways to motivate the graph Laplacian. If you’re a physicist, electrical engineering, or applied math whiz, you’ll recognize the Laplacian from partial differential equations and just discretize it in the natural way, but I won’t assume too much prior familiarity with that subject. In fact, if you’re not inclined to think about continuous systems of differential equations, you can still appreciate the graph Laplacian.

Here’s one way to motivate it. Let be an undirected graph with vertices. Let be a function on the nodes of the graph. If we have an ordering on the vertices (which we’ll implicitly have throughout this post), can be represented by a vector of real numbers. A natural notion of the “derivative” of is to look at the differences of the value of along every edge.

**Definition:** The graph gradient of is the vector .

One way to think about the values of the gradient is that the derivative of at a vertex in the “direction” of some edge is just the difference in values at the endpoints of that edge. This is very much like a graph version of the discrete calculus.

But unlike in discrete calculus, the graph gradient isn’t a very nice object. Specifically, the difference operator implies a direction on the edges, but there isn’t a natural way to pick one. We could just pick directions arbitrarily, but then some numerical properties of the gradient wouldn’t be well-defined. You could also fix your reference point as a single vertex, but then you only get directions on edges going “out of” that vertex.

However, one property that doesn’t depend on the choice of orientation is the (squared) Euclidean norm of the gradient, . Indeed, the squared quantities are unchanged by a flip in sign.

Another way to think of the squared Euclidean norm quantity is as a quadratic form, which is a polynomial in many variables where all the terms have degree 2. These polynomials can always be rewritten in a matrix form , where is the vector of variables and is a square, symmetric matrix of scalars.

The matrix part of our particular squared-gradient quadratic form is called the *graph Laplacian*, and we even have a nice formula for it.

**Definition:** Let be a graph with adjacency matrix . The (combinatorial) *graph Laplacian* is the matrix , where is the diagonal matrix whose -entry is the degree of vertex .

If you like the gradient idea from earlier, you should think of the graph Laplacian as a matrix that is encoded with the process of computing gradients and gradient-norms for arbitrary functions on . As an operator, maps a function to the function with . So the Laplacian imposes the orientation outward from vertex , and computes the sum of outgoing derivatives.

This should be motivating enough to study the Laplacian in detail. And it will pay off in a big way. The main insight to draw is that the eigenvalues and eigenvectors of the Laplacian provide useful, actionable information about the structure of the graph.

## Fourier transforms, for comparison

A priori, one might wonder why you could hope to extract information from the eigenvectors and eigenvalues of the graph Laplacian, and so I’d like to just briefly mention that this is a direct analogue of the continuous case: Fourier analysis.

One abbreviated way to think about Fourier analysis is to start with the Laplace operator , which you realize is important because heat keeps humans alive and harmonic functions are important:

This is a linear map on the vector space of (at least) twice differentiable functions. And once you fall madly in love with linear algebra, you’re destined to ask what are the eigenvectors of ? It turns out they’re the complex exponentials,

Where is a real variable and is a fixed real number (the frequency). Once you’ve got this, Fourier analysis just asks what various functions look like when you expand them on this (infinite) basis, and what properties you can infer from those coefficients. The values for , which correspond with the eigenvectors , are interpreted as frequencies; the coefficient of a function at the frequency is just the inner product , which for complex-valued functions is a certain integral I won’t write down now (see here).

The same pattern works for the graph Laplacian, but for Fourier analysis it’s a teensy bit simpler in that the eigenvectors don’t depend on an arbitrary underlying graph (the “graph” is just ).

In fact, though we won’t discuss it in detail in this post, you can do Fourier analysis on graphs in exactly the same manner, and process functions on graphs as “signals,” performing low-pass filters and such. See this paper for more on that. A taste: once you write down the eigenvectors of the graph Laplacian (which depend on the graph), you can do the same expansion to get a *graph Fourier transform*:

Here the “functions” are just vectors, so the inner product is the normal dot product. But rather than do Fourier analysis, let’s dive into a study of the eigenvalues and eigenvectors of the Laplacian.

## Eigenvectors of the Laplacian

Earlier we defined the Laplacian to be . But if you keep this definition, you end up getting extra factors of floating around everywhere, which are mathematically fine but tend to clutter things. So, let’s redefine the Laplacian with a normalization factor to keep it tidy (in case you’re wondering the desire for normalization happens when you discretize the Fourier transform, too). Since we’ll be dividing by degrees, assume no vertices have degree zero.

**Definition:** Let be a graph with adjacency matrix . The *combinatorial graph Laplacian* is the matrix , where is the diagonal matrix whose entry is the degree of vertex . The *graph Laplacian* is the matrix whose entry is:

Let’s update our example from earlier:

The quadratic form is also normalized now, and the normalization is weighted by vertex degree.

Some authors call this the *normalized graph Laplacian*. If you again write as the matrix whose diagonals have the vertex degrees, then you can write . Most properties translate smoothly back and forth between the two types of Laplacians.

For instance, the simplest eigenvector of is the vector of all 1s, with eigenvalue zero. Likewise, the vector

is an eigenvector of with eigenvalue zero. This is the “trivial” eigenvector that doesn’t give us any information about the graph.

It also happens that the eigenvectors minimize the quadratic form (see here for a proof). In retrospect this fact is obvious since the smallest eigenvalue is zero, and this quadratic form is a sum of squares (nonnegative). Call the eigenvector for zero the trivial eigenvector .

The *next* smallest eigenvalue, , and its corresponding eigenvector, , turn out to be very important. minimizes the quadratic form among all vectors orthogonal to .

provides information about the connectedness of .

**Theorem: ** if and only if is connected.

*Proof sketch:* If is disconnected, you can write the matrix for as two blocks with zeros elsewhere, meaning there are two linearly independent eigenvectors (those with all 1s on a block and zeros elsewhere). On the other hand, if is connected and is an eigenvector with eigenvalue zero, then the quadratic form (note I’m using the combinatorial Laplacian for simplicity). This implies all for every edge, but there is a path connecting any two pair of vertices, so all are equal.

More significantly, grows as becomes more connected! And its entries keep track of which vertices are in the dense parts of the graph. Here’s a graph showing how grows as you add edges to a graph. Note I started with a cycle on vertices to ensure connectivity, and then shuffled the remaining edges and added them at random to the graph.

The right-most end of the graph is when all edges are present ( is the complete graph), and in that case . (This is a theorem one can prove)

All of this tells us roughly that represents a sort of “connectivity measure” of the graph. Even better, the corresponding eigenvector refines this measure by way of the following theorem.

**Theorem (informal): **Let be a graph and its normalized graph Laplacian. Let be the eigenvector of corresponding to the second smallest eigenvalue of . Sorting the vertices in according to the corresponding values of approximates the *sparsest cut* of .

See Definition 1.1 of these notes for a concrete definition of the sparsest cut. But informally, it is the partition of the vertices into two parts that minimizes the ratio of edges crossing the cut over edges within each part of the cut. If the graph is disconnected (and ), then this minimum is zero. In fact, Cheeger’s inequality and its variants say that provides a rough upper *and *lower bound on the optimal sparest cut ratio.

This is the inspiration for the sparsest cut algorithm, which was originally due (I believe) to Leighton-Rao and has a relatively complicated proof I won’t cover here. Instead, I implemented it in Python. Here’s a Github repository with the code in full (and all the diagrams used in this post). The core of the algorithm is the following (abbreviated) snippet. Note that it uses numpy for its eigenvalue solver.

def bestCut(graph): laplacianMatrix = laplacian(graph, normalize=True) # defined elsewhere n, m = laplacianMatrix.shape eigenvalues, eigenvectors = numpy.linalg.eig(laplacianMatrix) sortedIndices = eigenvalues.argsort() eigenvectors = eigenvectors[:, sortedIndices] # sort vertices by their value in the second eigenvector secondEigenvector = eigenvectors[:, 1] sortedVertexIndices = secondEigenvector.argsort() # compute the quality of a cut at index j in the sorted eigenvector def cutQuality(j): ... return crossEdges / min(leftEdges, rightEdges) bestCutIndex = min(range(n), key=cutQuality) leftHalf, rightHalf = sortedVertexIndices[:bestCutIndex], sortedVertexIndices[bestCutIndex:] return list(sorted(leftHalf)), list(sorted(rightHalf))

If we apply this to a graph constructed with two halves that have a random 0.5 probability of an edge in each half, and only a 0.1 probability of an edge crossing the two halves, this program can find the two halves.

if __name__ == "__main__": example = numpy.zeros((100, 100)) for i in range(100): for j in range(100): if i == j: continue if (i < 50 and j < 50) or (i ≥ 50 and j ≥ 50): if random.random() < 0.5: example[i, j] = 1 else: if random.random() < 0.1: example[i, j] = 1 theBestCut = bestCut(example) print(theBestCut)

Running this gives:

([50, 51, 52, 53, 54, 55, 56, 57, 58, 59, 60, 61, 62, 63, 64, 65, 66, 67, 68, 69, 70, 71, 72, 73, 74, 75, 76, 77, 78, 79, 80, 81, 82, 83, 84, 85, 86, 87, 89, 90, 91, 92, 93, 94, 95, 96, 97, 98, 99], [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40, 41, 42, 43, 44, 45, 46, 47, 48, 49, 88])

You’ll notice it only gets one vertex wrong, the 88 that shows up in the wrong half. An occasional error is expected since we’re adding edges randomly.

Finally, here’s a chart that shows how well the sparse-cut algorithm performs as that 0.5 interior edge rate goes down to 0.1 (cf `sparsest_cut_test.py`

):

So you see that the quality really starts to degrade when the cross-edge rate is roughly half the interior-edge rate.

## Further Reading

Fan Chung’s book *Spectral Graph Theory* is the bible for this field. You can find a revised manuscript on her website, or google to find many links to the original edition (with errata). Note in particular that her book generalizes the definitions in this post to work with weights on the edges of the graph. Which is good.

I also like these notes of Luca Trevisan because he draws out the connections between spectral graph theory and algorithms and CS theory.

Guest post, “What’s up with graph Laplacians?” | Math ∩ Programming

Nice post!

There seem to be a typo in the declaration of normalized laplacian’s matrix form:

\mathscr{L} = D^{-1/2}LD^{1/2}, should be \mathscr{L} = D^{-1/2}LD^{-1/2}.

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Ah good eye, thanks!

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Can you please help me in understanding if \lambda_1 > 0 if and only if G is connected. More specifically in the proof that you have given, I couldn’t appreciate the statement “This implies all x(u) – x(v) = 0 for every edge, but there is a path connecting any two pair of vertices, so all x(u) are equal”. What does this last statement really means?

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