A Directed Graph Fourier Transform With Spread Frequency Components

We study the problem of constructing a graph Fourier transform (GFT) for directed graphs (digraphs), which decomposes graph signals into different modes of variation with respect to the underlying network. Accordingly, to capture low, medium, and high frequencies we seek a digraph (D)GFT such that the orthonormal frequency components are as spread as possible in the graph spectral domain. To that end, we advocate a two-step design whereby we 1) find the maximum directed variation (i.e., a novel notion of frequency on a digraph) a candidate basis vector can attain and 2) minimize a smooth spectral dispersion function over the achievable frequency range to obtain the desired spread DGFT basis. Both steps involve non-convex, orthonormality-constrained optimization problems, which are efficiently tackled via a feasible optimization method on the Stiefel manifold that provably converges to a stationary solution. We also propose a heuristic to construct the DGFT basis from Laplacian eigenvectors of an undirected version of the digraph. We show that the spectral-dispersion minimization problem can be cast as supermodular optimization over the set of candidate frequency components, whose orthonormality can be enforced via a matroid basis constraint. This motivates adopting a scalable greedy algorithm to obtain an approximate solution with quantifiable worst-case spectral dispersion. We illustrate the effectiveness of our DGFT algorithms through numerical tests on synthetic and real-world networks. We also carry out a graph-signal denoising task, whereby the DGFT basis is used to decompose and then low pass filter temperatures recorded across the United States.